-16.9%
MCHP vs UAL
+132.2%
-149.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -22.6% | +12.5% | -35.0% | -26.5% |
| 30D | -20.1% | +12.2% | -32.3% | -24.3% |
| 3M | -25.4% | -2.6% | -22.8% | -25.0% |
| 6M | -38.4% | +21.1% | -59.5% | -44.0% |
| YTD | -3.7% | +7.8% | -11.5% | -9.6% |
| 1Y | +11.7% | +25.4% | -13.7% | -2.1% |
| 3Y | -16.1% | +217.3% | -233.5% | -53.2% |
| 5Y | -16.9% | +132.9% | -149.8% | -53.3% |
| All | -16.9% | +132.2% | -149.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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