+1,314.8%
MCHP vs UPS
+233.0%
+1,081.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.4% |
| 7D | +0.3% | -3.7% | +4.0% | +2.9% |
| 30D | -9.8% | -3.7% | -6.0% | -7.5% |
| 3M | -19.7% | -6.6% | -13.1% | -16.3% |
| 6M | +13.6% | +2.6% | +11.0% | +10.6% |
| YTD | +16.5% | +4.8% | +11.8% | +11.4% |
| 1Y | +15.7% | +25.3% | -9.6% | -2.7% |
| 3Y | 0.0% | -26.9% | +26.8% | +18.5% |
| 5Y | +4.4% | -33.5% | +37.9% | +30.4% |
| 10Y | +201.4% | +36.1% | +165.3% | +114.3% |
| All | +1,314.8% | +233.0% | +1,081.7% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling