-25.7%
NOW vs MCHP
-18.5%
-7.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.9% |
| 7D | -3.1% | -19.2% | +16.1% | +3.1% |
| 30D | -27.0% | -18.6% | -8.5% | -22.9% |
| 3M | -17.7% | -26.9% | +9.2% | -10.5% |
| 6M | +12.7% | -37.2% | +49.9% | +25.7% |
| YTD | -32.9% | -1.8% | -31.1% | -39.9% |
| 1Y | -40.4% | +12.1% | -52.5% | -50.1% |
| 3Y | -17.1% | -10.0% | -7.1% | -31.9% |
| 5Y | -25.7% | -17.3% | -8.4% | -37.8% |
| All | -25.7% | -18.5% | -7.2% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling