+199.5%
MCHP vs NTRA
+3,199.2%
-2,999.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -6.0% | +4.1% | -10.1% | -6.9% |
| 3M | -19.7% | +50.0% | -69.7% | -27.0% |
| 6M | +14.0% | +67.3% | -53.3% | +0.3% |
| YTD | +18.4% | +43.6% | -25.2% | +7.4% |
| 1Y | +17.1% | +89.2% | -72.1% | -0.5% |
| 3Y | +0.7% | +502.5% | -501.8% | -35.1% |
| 5Y | +5.1% | +173.8% | -168.7% | -26.1% |
| All | +199.5% | +3,199.2% | -2,999.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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