+3.0%
MCHP vs NTRA
+172.0%
-169.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -6.0% | +4.1% | -10.1% | -7.0% |
| 3M | -19.7% | +50.0% | -69.7% | -27.4% |
| 6M | +14.0% | +67.3% | -53.3% | -0.4% |
| YTD | +18.4% | +43.6% | -25.2% | +6.9% |
| 1Y | +17.1% | +89.2% | -72.1% | -1.4% |
| 3Y | +0.7% | +502.5% | -501.8% | -35.2% |
| All | +3.0% | +172.0% | -169.0% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling