+8.7%
MCHP vs NVTS
-17.0%
+25.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | +0.3% | +3.5% | -3.1% | -0.2% |
| 30D | -9.8% | -11.9% | +2.2% | -8.3% |
| 3M | -19.7% | -49.2% | +29.5% | -12.5% |
| 6M | +13.6% | +38.4% | -24.9% | +5.2% |
| YTD | +16.5% | +62.5% | -45.9% | +4.1% |
| 1Y | +15.7% | +101.4% | -85.7% | -2.0% |
| 3Y | 0.0% | +40.4% | -40.5% | -17.7% |
| All | +8.7% | -17.0% | +25.8% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling