+3,169.9%
MCHP vs URI
+7,134.6%
-3,964.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +1.7% | -2.0% | +3.7% | +2.3% |
| 30D | -4.1% | -12.9% | +8.9% | +0.2% |
| 3M | -22.5% | -6.7% | -15.8% | -20.9% |
| 6M | +7.3% | +19.0% | -11.7% | +1.2% |
| YTD | +18.4% | +25.5% | -7.2% | +9.0% |
| 1Y | +18.1% | +5.5% | +12.6% | +14.7% |
| 3Y | -2.8% | +111.3% | -114.1% | -23.7% |
| 5Y | +5.5% | +198.6% | -193.1% | -25.3% |
| 10Y | +185.8% | +1,179.9% | -994.1% | +31.5% |
| All | +3,169.9% | +7,134.6% | -3,964.7% | +616.7% |
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