+59.3%
MCHP vs U
-43.9%
+103.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.1% | -4.1% | -7.0% | -10.4% |
| 3M | -18.1% | +57.8% | -75.9% | -26.4% |
| 6M | +10.8% | +103.5% | -92.8% | -7.0% |
| YTD | +14.2% | -4.8% | +19.0% | +10.5% |
| 1Y | +13.5% | -2.4% | +15.9% | +7.8% |
| 3Y | -2.0% | +11.7% | -13.7% | -16.6% |
| 5Y | +1.4% | -68.9% | +70.2% | -2.0% |
| All | +59.3% | -43.9% | +103.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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