+199.5%
MCHP vs UNP
+285.4%
-86.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +4.0% |
| 7D | 0.0% | -1.8% | +1.8% | +1.4% |
| 30D | -6.0% | -2.7% | -3.3% | -4.3% |
| 3M | -19.7% | +6.5% | -26.2% | -24.2% |
| 6M | +14.0% | +14.4% | -0.3% | +1.5% |
| YTD | +18.4% | +24.8% | -6.4% | -1.6% |
| 1Y | +17.1% | +34.4% | -17.3% | -8.1% |
| 3Y | +0.7% | +43.6% | -42.9% | -24.3% |
| 5Y | +5.1% | +53.2% | -48.1% | -27.0% |
| All | +199.5% | +285.4% | -86.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling