+10.5%
MCHP vs NVTS
-16.8%
+27.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.1% |
| 7D | 0.0% | -1.4% | +1.5% | +0.2% |
| 30D | -6.0% | -16.5% | +10.5% | -3.8% |
| 3M | -19.7% | -47.6% | +28.0% | -12.8% |
| 6M | +14.0% | +7.3% | +6.7% | +9.6% |
| YTD | +18.4% | +62.9% | -44.5% | +5.8% |
| 1Y | +17.1% | +91.3% | -74.2% | -0.1% |
| 3Y | +0.7% | +43.4% | -42.7% | -17.5% |
| All | +10.5% | -16.8% | +27.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling