+421.3%
MCHP vs NWSA
+122.3%
+299.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.3% | -3.1% | +3.4% | +2.1% |
| 30D | -9.8% | +4.3% | -14.0% | -12.1% |
| 3M | -19.7% | +9.2% | -28.9% | -25.3% |
| 6M | +13.6% | +21.6% | -8.0% | -1.7% |
| YTD | +16.5% | +14.2% | +2.3% | +4.1% |
| 1Y | +15.7% | +1.8% | +13.9% | +10.3% |
| 3Y | 0.0% | +44.4% | -44.5% | -22.0% |
| 5Y | +4.4% | +41.0% | -36.5% | -18.7% |
| 10Y | +201.4% | +150.0% | +51.4% | +62.2% |
| All | +421.3% | +122.3% | +299.0% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling