-21.4%
NOW vs MCHP
+18.9%
-40.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -2.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.1% |
| 30D | +20.5% | -4.1% | +24.6% | +19.6% |
| 3M | +18.3% | -22.5% | +40.9% | +14.4% |
| 6M | +24.1% | +7.3% | +16.8% | +21.1% |
| YTD | -7.8% | +18.4% | -26.2% | -12.7% |
| 1Y | -21.4% | +18.1% | -39.5% | -25.1% |
| All | -21.4% | +18.9% | -40.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling