+625.6%
MCHP vs UAL
+242.1%
+383.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -4.1% | -16.1% | +12.0% | -0.6% |
| 3M | -22.5% | +6.1% | -28.7% | -23.5% |
| 6M | +7.3% | +10.8% | -3.6% | +4.5% |
| YTD | +18.4% | -0.4% | +18.8% | +17.4% |
| 1Y | +18.1% | +5.0% | +13.1% | +15.8% |
| 3Y | -2.8% | +124.0% | -126.8% | -18.9% |
| 5Y | +5.5% | +141.0% | -135.5% | -14.5% |
| 10Y | +185.8% | +118.0% | +67.8% | +121.1% |
| All | +625.6% | +242.1% | +383.6% | +304.9% |
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