+45.4%
NU vs MCHP
-8.2%
+53.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -4.2% | -2.1% | -2.1% | -3.4% |
| 30D | +10.0% | -11.1% | +21.2% | +15.3% |
| 3M | +29.3% | -18.1% | +47.3% | +37.1% |
| 6M | +0.9% | +10.8% | -9.8% | -8.2% |
| YTD | -10.3% | +14.2% | -24.5% | -20.4% |
| 1Y | -3.2% | +13.5% | -16.6% | -14.9% |
| 3Y | +120.6% | -2.0% | +122.6% | +90.7% |
| All | +45.4% | -8.2% | +53.6% | +30.4% |
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