-17.1%
NOW vs MCHP
-12.5%
-4.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | 0.0% |
| 7D | -3.1% | -19.2% | +16.1% | 0.0% |
| 30D | -27.0% | -18.6% | -8.5% | -25.0% |
| 3M | -17.7% | -26.9% | +9.2% | -14.2% |
| 6M | +12.7% | -37.2% | +49.9% | +19.4% |
| YTD | -32.9% | -1.8% | -31.1% | -38.1% |
| 1Y | -40.4% | +12.1% | -52.5% | -47.5% |
| 3Y | -17.1% | -10.0% | -7.1% | -31.8% |
| All | -17.1% | -12.5% | -4.6% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling