+4.9%
MCHP vs NVDL
+2,476.2%
-2,471.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | 0.0% | -10.3% | +10.4% | +2.4% |
| 30D | -6.0% | -7.1% | +1.1% | -5.0% |
| 3M | -19.7% | +6.6% | -26.3% | -21.2% |
| 6M | +14.0% | +21.1% | -7.0% | +7.4% |
| YTD | +18.4% | +15.2% | +3.2% | +11.4% |
| 1Y | +17.1% | +18.8% | -1.7% | +7.8% |
| 3Y | +0.7% | +649.9% | -649.2% | -46.0% |
| All | +4.9% | +2,476.2% | -2,471.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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