+17.1%
MCHP vs UPS
+29.6%
-12.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | 0.0% | -2.0% | +2.0% | +1.1% |
| 30D | -6.0% | -2.0% | -4.1% | -5.1% |
| 3M | -19.7% | -6.2% | -13.5% | -17.3% |
| 6M | +14.0% | +2.8% | +11.3% | +10.1% |
| YTD | +18.4% | +5.9% | +12.5% | +12.3% |
| 1Y | +17.1% | +26.2% | -9.1% | -1.1% |
| All | +17.1% | +29.6% | -12.5% | -1.1% |
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