+285.0%
MCHP vs NTRA
+1,711.9%
-1,426.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -11.1% | +4.3% | -15.4% | -11.9% |
| 3M | -18.1% | +50.6% | -68.7% | -24.8% |
| 6M | +10.8% | +63.9% | -53.2% | -0.8% |
| YTD | +14.2% | +42.4% | -28.1% | +4.9% |
| 1Y | +13.5% | +92.1% | -78.6% | -2.2% |
| 3Y | -2.0% | +501.7% | -503.7% | -33.5% |
| 5Y | +1.4% | +171.4% | -170.1% | -26.0% |
| 10Y | +195.5% | +3,161.4% | -2,965.9% | +51.5% |
| All | +285.0% | +1,711.9% | -1,426.9% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling