+0.5%
MCHP vs U
+11.6%
-11.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | +2.8% | +4.5% | -1.7% | +1.8% |
| 30D | -12.8% | -0.6% | -12.3% | -12.8% |
| 3M | -19.2% | +48.4% | -67.6% | -26.1% |
| 6M | +14.5% | +115.4% | -100.8% | -4.7% |
| YTD | +17.1% | -3.2% | +20.3% | +15.1% |
| 1Y | +15.3% | -6.0% | +21.4% | +12.8% |
| 3Y | +0.5% | +13.5% | -13.0% | -22.5% |
| All | +0.5% | +11.6% | -11.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling