+1,677.3%
NOK vs MCHP
+5,625.2%
-3,948.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +8.7% | -2.1% | +10.8% | +9.5% |
| 30D | +12.5% | -11.1% | +23.6% | +17.2% |
| 3M | -20.7% | -18.1% | -2.7% | -15.0% |
| 6M | +36.2% | +10.8% | +25.4% | +31.3% |
| YTD | +64.1% | +14.2% | +49.9% | +55.3% |
| 1Y | +132.4% | +13.5% | +118.9% | +117.9% |
| 3Y | +182.9% | -2.0% | +184.9% | +158.6% |
| 5Y | +102.8% | +1.4% | +101.4% | +77.7% |
| 10Y | +126.8% | +195.5% | -68.7% | +19.8% |
| All | +1,677.3% | +5,625.2% | -3,948.0% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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