-2.8%
MCHP vs NWSA
+43.0%
-45.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -2.1% | -4.8% | +2.7% | +0.4% |
| 30D | -11.1% | +3.0% | -14.1% | -12.6% |
| 3M | -18.1% | +9.3% | -27.4% | -23.6% |
| 6M | +10.8% | +23.2% | -12.4% | -6.7% |
| YTD | +14.2% | +13.3% | +0.9% | +2.1% |
| 1Y | +13.5% | +2.9% | +10.6% | +9.6% |
| All | -2.8% | +43.0% | -45.8% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling