+15.5%
MCHP vs URI
+31.9%
-16.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | 0.0% |
| 7D | +5.7% | +6.7% | -1.0% | +2.3% |
| 30D | -13.4% | +8.9% | -22.3% | -16.4% |
| 3M | -20.1% | +0.5% | -20.7% | -20.2% |
| 6M | -35.5% | +20.7% | -56.2% | -40.0% |
| YTD | -1.6% | +40.0% | -41.6% | -19.6% |
| 1Y | +15.5% | +34.4% | -18.9% | -1.6% |
| All | +15.5% | +31.9% | -16.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling