+3,416.6%
MCHP vs NTAP
+23,869.3%
-20,452.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | +2.8% | +3.3% | -0.5% | +1.5% |
| 30D | -12.8% | -0.2% | -12.6% | -13.0% |
| 3M | -19.2% | +11.4% | -30.6% | -22.6% |
| 6M | +14.5% | +88.7% | -74.1% | -11.1% |
| YTD | +17.1% | +78.9% | -61.8% | -7.7% |
| 1Y | +15.3% | +58.8% | -43.5% | -4.9% |
| 3Y | +0.5% | +153.5% | -153.1% | -30.1% |
| 5Y | +6.1% | +136.7% | -130.6% | -23.6% |
| 10Y | +192.2% | +590.2% | -398.0% | +42.0% |
| All | +3,416.6% | +23,869.3% | -20,452.7% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling