+837.3%
MCHP vs UMC
+283.0%
+554.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -0.9% |
| 7D | -2.1% | +11.4% | -13.5% | -6.6% |
| 30D | -11.1% | +16.8% | -27.9% | -17.2% |
| 3M | -18.1% | +19.1% | -37.2% | -25.2% |
| 6M | +10.8% | +137.4% | -126.7% | -25.6% |
| YTD | +14.2% | +186.4% | -172.1% | -30.9% |
| 1Y | +13.5% | +229.1% | -215.6% | -35.3% |
| 3Y | -2.0% | +257.9% | -259.9% | -45.7% |
| 5Y | +1.4% | +137.5% | -136.2% | -33.8% |
| 10Y | +195.5% | +1,808.2% | -1,612.7% | -22.4% |
| All | +837.3% | +283.0% | +554.3% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling