+93.7%
MCHP vs NTR
+97.9%
-4.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | 0.0% | -1.3% | +1.3% | +0.6% |
| 30D | -6.0% | +16.8% | -22.8% | -12.2% |
| 3M | -19.7% | +20.7% | -40.4% | -26.6% |
| 6M | +14.0% | +0.5% | +13.5% | +11.5% |
| YTD | +18.4% | +29.2% | -10.8% | +2.4% |
| 1Y | +17.1% | +39.6% | -22.5% | -3.1% |
| 3Y | +0.7% | +37.9% | -37.2% | -18.1% |
| 5Y | +5.1% | +47.1% | -42.0% | -27.4% |
| All | +93.7% | +97.9% | -4.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling