+2,639.1%
MCHP vs URI
+8,144.3%
-5,505.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.7% |
| 7D | -17.5% | +2.4% | -19.9% | -18.0% |
| 30D | -15.8% | +8.9% | -24.7% | -17.9% |
| 3M | -22.9% | +0.8% | -23.7% | -22.9% |
| 6M | -36.6% | +23.1% | -59.7% | -40.5% |
| YTD | -0.8% | +43.1% | -43.9% | -12.1% |
| 1Y | +16.5% | +35.7% | -19.2% | +5.0% |
| 3Y | -13.6% | +158.2% | -171.8% | -36.0% |
| 5Y | -17.0% | +212.6% | -229.6% | -42.1% |
| 10Y | +137.7% | +1,210.8% | -1,073.1% | +8.7% |
| All | +2,639.1% | +8,144.3% | -5,505.2% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling