+514.0%
NOW vs MCHP
+134.0%
+380.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +0.3% | +5.7% | -5.4% | -1.8% |
| 30D | -27.0% | -13.4% | -13.5% | -23.7% |
| 3M | -19.6% | -20.1% | +0.5% | -14.1% |
| 6M | +17.5% | -35.5% | +53.0% | +31.8% |
| YTD | -33.3% | -1.6% | -31.7% | -39.9% |
| 1Y | -39.8% | +15.5% | -55.3% | -50.0% |
| 3Y | -19.9% | -13.2% | -6.7% | -31.1% |
| 5Y | -26.1% | -17.5% | -8.6% | -36.3% |
| All | +514.0% | +134.0% | +380.0% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling