+199.5%
MCHP vs NTRS
+259.9%
-60.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.9% |
| 7D | 0.0% | +1.4% | -1.3% | -0.9% |
| 30D | -6.0% | -0.7% | -5.4% | -5.7% |
| 3M | -19.7% | +11.3% | -31.0% | -25.6% |
| 6M | +14.0% | +35.5% | -21.5% | -8.2% |
| YTD | +18.4% | +40.6% | -22.2% | -7.9% |
| 1Y | +17.1% | +49.2% | -32.1% | -12.7% |
| 3Y | +0.7% | +167.2% | -166.5% | -49.7% |
| 5Y | +5.1% | +94.9% | -89.8% | -37.0% |
| All | +199.5% | +259.9% | -60.5% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling