+42,391.0%
MCHP vs NTRS
+3,024.5%
+39,366.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.1% |
| 7D | 0.0% | +1.4% | -1.3% | -0.6% |
| 30D | -6.0% | -0.7% | -5.4% | -5.8% |
| 3M | -19.7% | +11.3% | -31.0% | -23.9% |
| 6M | +14.0% | +35.5% | -21.5% | -2.1% |
| YTD | +18.4% | +40.6% | -22.2% | -0.7% |
| 1Y | +17.1% | +49.2% | -32.1% | -4.5% |
| 3Y | +0.7% | +167.2% | -166.5% | -37.7% |
| 5Y | +5.1% | +94.9% | -89.8% | -25.5% |
| 10Y | +206.3% | +259.5% | -53.2% | +64.0% |
| All | +42,391.0% | +3,024.5% | +39,366.5% | +8,368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling