+17.1%
MCHP vs UNP
+35.2%
-18.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.7% |
| 30D | -6.0% | -2.7% | -3.3% | -5.2% |
| 3M | -19.7% | +6.5% | -26.2% | -23.1% |
| 6M | +14.0% | +14.4% | -0.3% | +2.6% |
| YTD | +18.4% | +24.8% | -6.4% | +3.0% |
| 1Y | +17.1% | +34.4% | -17.3% | +1.1% |
| All | +17.1% | +35.2% | -18.1% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling