+27.2%
MCHP vs NTRS
+42.7%
-15.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -4.8% |
| 7D | -5.4% | +3.6% | -8.9% | -7.0% |
| 30D | -7.5% | +4.3% | -11.9% | -9.5% |
| 3M | -6.0% | -1.9% | -4.1% | -5.4% |
| 6M | -20.1% | +11.4% | -31.5% | -23.3% |
| YTD | +20.2% | +32.3% | -12.0% | +0.3% |
| All | +27.2% | +42.7% | -15.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling