+17.1%
MCHP vs NTAP
+63.1%
-46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.9% | +1.3% |
| 7D | 0.0% | +7.4% | -7.3% | -1.9% |
| 30D | -6.0% | -1.4% | -4.7% | -5.9% |
| 3M | -19.7% | +24.6% | -44.2% | -24.9% |
| 6M | +14.0% | +105.9% | -91.9% | -14.8% |
| YTD | +18.4% | +88.5% | -70.1% | -6.7% |
| 1Y | +17.1% | +62.1% | -45.0% | +7.9% |
| All | +17.1% | +63.1% | -46.0% | +7.9% |
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