+507.8%
MCHP vs UAL
+263.5%
+244.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.4% |
| 7D | -17.5% | +2.3% | -19.8% | -17.9% |
| 30D | -15.8% | +13.3% | -29.2% | -18.1% |
| 3M | -22.9% | -6.3% | -16.6% | -21.9% |
| 6M | -36.6% | +22.5% | -59.1% | -39.4% |
| YTD | -0.8% | +5.9% | -6.7% | -3.0% |
| 1Y | +16.5% | +24.7% | -8.1% | +10.3% |
| 3Y | -13.6% | +211.6% | -225.2% | -32.2% |
| 5Y | -17.0% | +130.6% | -147.6% | -32.3% |
| 10Y | +137.7% | +96.5% | +41.2% | +85.5% |
| All | +507.8% | +263.5% | +244.3% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling