+29.9%
MCHP vs UMAC
+2.9%
+27.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.9% | +7.6% | -2.1% |
| 7D | -5.4% | -26.0% | +20.7% | -2.3% |
| 30D | -7.5% | -40.3% | +32.8% | -2.6% |
| 3M | -6.0% | -51.1% | +45.1% | +0.2% |
| 6M | -20.1% | -5.6% | -14.4% | -19.2% |
| YTD | +20.2% | +2.3% | +18.0% | +14.2% |
| 1Y | +29.9% | +7.9% | +22.1% | +22.2% |
| All | +29.9% | +2.9% | +27.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling