+1.4%
MCHP vs NTAP
+122.8%
-121.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.6% |
| 30D | -11.1% | -7.5% | -3.6% | -7.2% |
| 3M | -18.1% | +14.6% | -32.7% | -25.5% |
| 6M | +10.8% | +91.0% | -80.2% | -32.0% |
| YTD | +14.2% | +73.7% | -59.4% | -25.9% |
| 1Y | +13.5% | +51.2% | -37.8% | -18.1% |
| 3Y | -2.0% | +146.1% | -148.1% | -55.1% |
| 5Y | +1.4% | +122.8% | -121.5% | -51.1% |
| All | +1.4% | +122.8% | -121.4% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling