+4.4%
MCHP vs U
-67.7%
+72.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | +4.4% | -4.0% | -0.6% |
| 30D | -9.8% | -1.3% | -8.5% | -9.6% |
| 3M | -19.7% | +49.6% | -69.3% | -27.1% |
| 6M | +13.6% | +100.2% | -86.6% | -4.8% |
| YTD | +16.5% | -3.7% | +20.2% | +12.4% |
| 1Y | +15.7% | -6.5% | +22.2% | +11.1% |
| 3Y | 0.0% | +12.9% | -12.9% | -15.8% |
| 5Y | +4.4% | -68.3% | +72.7% | -2.5% |
| All | +4.4% | -67.7% | +72.1% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling