+37.2%
MCHP vs U
-29.6%
+66.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.9% | -1.7% |
| 7D | +5.7% | +2.6% | +3.1% | +5.1% |
| 30D | -13.4% | +27.6% | -41.0% | -18.7% |
| 3M | -20.1% | +15.3% | -35.5% | -23.6% |
| 6M | -35.5% | +96.4% | -131.9% | -45.5% |
| YTD | -1.6% | +19.6% | -21.1% | -10.5% |
| 1Y | +15.5% | +42.1% | -26.6% | +0.6% |
| 3Y | -13.2% | +87.5% | -100.7% | -34.6% |
| 5Y | -17.5% | -73.1% | +55.7% | -19.3% |
| All | +37.2% | -29.6% | +66.8% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling