-2.8%
MCHP vs NVTS
+32.4%
-35.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.5% |
| 7D | -2.1% | +0.5% | -2.5% | -2.2% |
| 30D | -11.1% | -18.0% | +6.9% | -9.3% |
| 3M | -18.1% | -45.6% | +27.5% | -13.2% |
| 6M | +10.8% | +28.5% | -17.7% | +6.3% |
| YTD | +14.2% | +56.2% | -41.9% | +6.8% |
| 1Y | +13.5% | +97.7% | -84.2% | +2.5% |
| All | -2.8% | +32.4% | -35.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling