+42,373.9%
MCHP vs UNP
+5,632.1%
+36,741.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.7% | -5.3% | +7.1% | +4.6% |
| 30D | -4.1% | -1.5% | -2.5% | -3.5% |
| 3M | -22.5% | +10.3% | -32.8% | -27.0% |
| 6M | +7.3% | +9.7% | -2.4% | +1.5% |
| YTD | +18.4% | +27.1% | -8.7% | +3.5% |
| 1Y | +18.1% | +32.6% | -14.4% | +1.0% |
| 3Y | -2.8% | +40.0% | -42.8% | -18.4% |
| 5Y | +5.5% | +50.8% | -45.3% | -15.6% |
| 10Y | +185.8% | +278.6% | -92.8% | +51.1% |
| All | +42,373.9% | +5,632.1% | +36,741.8% | +7,802.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling