+199.5%
MCHP vs NWSA
+149.4%
+50.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.5% |
| 7D | 0.0% | -2.8% | +2.8% | +1.8% |
| 30D | -6.0% | +3.0% | -9.1% | -7.9% |
| 3M | -19.7% | +12.3% | -32.0% | -27.0% |
| 6M | +14.0% | +21.9% | -7.8% | -2.6% |
| YTD | +18.4% | +13.6% | +4.9% | +5.2% |
| 1Y | +17.1% | +0.5% | +16.6% | +12.2% |
| 3Y | +0.7% | +43.8% | -43.0% | -22.9% |
| 5Y | +5.1% | +41.2% | -36.1% | -20.3% |
| All | +199.5% | +149.4% | +50.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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