+134.5%
MCHP vs URI
+1,173.3%
-1,038.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | +0.1% |
| 7D | +5.7% | +6.7% | -1.0% | +2.0% |
| 30D | -13.4% | +8.9% | -22.3% | -17.1% |
| 3M | -20.1% | +0.5% | -20.7% | -20.3% |
| 6M | -35.5% | +20.7% | -56.2% | -42.0% |
| YTD | -1.6% | +40.0% | -41.6% | -20.4% |
| 1Y | +15.5% | +34.4% | -18.9% | -4.4% |
| 3Y | -13.2% | +149.5% | -162.6% | -50.0% |
| 5Y | -17.5% | +205.6% | -223.0% | -58.6% |
| All | +134.5% | +1,173.3% | -1,038.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling