+18.1%
MCHP vs NTAP
+61.4%
-43.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -4.1% | -0.5% | -3.5% | -4.3% |
| 3M | -22.5% | +4.1% | -26.6% | -24.1% |
| 6M | +7.3% | +88.0% | -80.7% | -16.9% |
| YTD | +18.4% | +75.6% | -57.2% | -4.5% |
| 1Y | +18.1% | +58.9% | -40.8% | +5.8% |
| All | +18.1% | +61.4% | -43.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling