+199.5%
MCHP vs NYT
+489.9%
-290.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -6.0% | +4.6% | -10.6% | -7.8% |
| 3M | -19.7% | -9.6% | -10.1% | -17.6% |
| 6M | +14.0% | -14.0% | +28.0% | +18.8% |
| YTD | +18.4% | -2.8% | +21.3% | +16.4% |
| 1Y | +17.1% | +15.6% | +1.5% | +6.0% |
| 3Y | +0.7% | +56.3% | -55.6% | -21.9% |
| 5Y | +5.1% | +39.5% | -34.4% | -17.2% |
| All | +199.5% | +489.9% | -290.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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