+111.5%
MCHP vs NVT
+731.8%
-620.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -1.0% | +0.7% |
| 7D | 0.0% | +4.1% | -4.0% | -2.6% |
| 30D | -6.0% | -5.1% | -0.9% | -3.3% |
| 3M | -19.7% | -1.2% | -18.5% | -19.4% |
| 6M | +14.0% | +46.6% | -32.5% | -11.4% |
| YTD | +18.4% | +60.0% | -41.6% | -13.6% |
| 1Y | +17.1% | +70.8% | -53.7% | -18.9% |
| 3Y | +0.7% | +187.5% | -186.8% | -53.4% |
| 5Y | +5.1% | +426.1% | -421.0% | -67.5% |
| All | +111.5% | +731.8% | -620.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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