+0.7%
MCHP vs UMC
+261.2%
-260.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.5% |
| 7D | 0.0% | +9.0% | -9.0% | -4.1% |
| 30D | -6.0% | +17.2% | -23.3% | -13.5% |
| 3M | -19.7% | +11.4% | -31.1% | -25.5% |
| 6M | +14.0% | +137.5% | -123.5% | -31.2% |
| YTD | +18.4% | +193.1% | -174.7% | -42.2% |
| 1Y | +17.1% | +240.3% | -223.2% | -49.4% |
| 3Y | +0.7% | +262.2% | -261.5% | -60.2% |
| All | +0.7% | +261.2% | -260.5% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling