+551.5%
MCHP vs URA
-31.1%
+582.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -4.1% | +7.4% | -11.5% | -6.8% |
| 3M | -22.5% | -8.4% | -14.1% | -19.7% |
| 6M | +7.3% | -12.7% | +20.0% | +12.5% |
| YTD | +18.4% | +7.8% | +10.6% | +12.9% |
| 1Y | +18.1% | +19.5% | -1.3% | +6.3% |
| 3Y | -2.8% | +116.4% | -119.2% | -33.5% |
| 5Y | +5.5% | +134.3% | -128.8% | -33.3% |
| 10Y | +185.8% | +359.3% | -173.4% | +30.6% |
| All | +551.5% | -31.1% | +582.6% | +351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling