+15.5%
MCHP vs USAR
-51.4%
+66.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | +5.7% | -0.8% | +6.5% | +5.8% |
| 30D | -13.4% | -20.9% | +7.5% | -9.8% |
| 3M | -20.1% | -56.2% | +36.0% | -7.6% |
| 6M | -35.5% | -67.9% | +32.4% | -23.0% |
| YTD | -1.6% | -31.4% | +29.9% | +1.4% |
| 1Y | +15.5% | -45.1% | +60.5% | +21.8% |
| All | +15.5% | -51.4% | +66.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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