+42,391.0%
MCHP vs UL
+1,515.9%
+40,875.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.4% |
| 7D | 0.0% | -3.4% | +3.4% | +1.3% |
| 30D | -6.0% | +0.5% | -6.5% | -6.3% |
| 3M | -19.7% | +7.2% | -26.9% | -22.2% |
| 6M | +14.0% | -3.1% | +17.1% | +13.9% |
| YTD | +18.4% | -2.7% | +21.1% | +18.0% |
| 1Y | +17.1% | -10.2% | +27.3% | +19.6% |
| 3Y | +0.7% | +20.3% | -19.5% | -9.0% |
| 5Y | +5.1% | +19.9% | -14.8% | -5.8% |
| 10Y | +206.3% | +66.5% | +139.8% | +143.6% |
| All | +42,391.0% | +1,515.9% | +40,875.1% | +16,645.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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