+29.9%
MCHP vs UPS
+29.9%
0.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -5.7% |
| 7D | -5.4% | +8.2% | -13.6% | -9.4% |
| 30D | -7.5% | +22.7% | -30.3% | -17.3% |
| 3M | -6.0% | +6.4% | -12.5% | -9.2% |
| 6M | -20.1% | +22.6% | -42.7% | -29.4% |
| YTD | +20.2% | +20.7% | -0.5% | +3.9% |
| 1Y | +29.9% | +30.6% | -0.7% | +4.7% |
| All | +29.9% | +29.9% | 0.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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