+3.0%
MCHP vs NUE
+146.6%
-143.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | 0.0% | -0.6% | +0.7% | +0.4% |
| 30D | -6.0% | -4.6% | -1.5% | -4.0% |
| 3M | -19.7% | -0.3% | -19.4% | -20.1% |
| 6M | +14.0% | +51.9% | -37.9% | -7.9% |
| YTD | +18.4% | +60.0% | -41.6% | -7.1% |
| 1Y | +17.1% | +82.9% | -65.8% | -14.1% |
| 3Y | +0.7% | +66.0% | -65.3% | -26.1% |
| All | +3.0% | +146.6% | -143.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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