-14.1%
MCHP vs USAR
+68.6%
-82.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | +0.3% | -4.4% | +4.8% | +0.6% |
| 30D | -9.8% | -10.4% | +0.6% | -9.2% |
| 3M | -19.7% | -18.4% | -1.3% | -18.9% |
| 6M | +13.6% | -8.8% | +22.4% | +13.8% |
| YTD | +16.5% | +43.4% | -26.8% | +14.3% |
| 1Y | +15.7% | +21.0% | -5.3% | +13.8% |
| 3Y | 0.0% | +67.7% | -67.8% | -1.9% |
| All | -14.1% | +68.6% | -82.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling