+4.4%
MCHP vs URA
+132.7%
-128.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +0.3% | +5.7% | -5.4% | -2.0% |
| 30D | -9.8% | +5.6% | -15.3% | -12.0% |
| 3M | -19.7% | +6.2% | -25.9% | -21.5% |
| 6M | +13.6% | -8.2% | +21.8% | +16.5% |
| YTD | +16.5% | +9.7% | +6.9% | +10.0% |
| 1Y | +15.7% | +17.0% | -1.3% | +4.3% |
| 3Y | 0.0% | +118.5% | -118.5% | -34.3% |
| 5Y | +4.4% | +134.3% | -129.9% | -36.3% |
| All | +4.4% | +132.7% | -128.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling