-13.7%
MCHP vs USAR
+74.5%
-88.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +2.8% | +2.3% | +0.4% | +2.6% |
| 30D | -12.8% | -8.6% | -4.2% | -12.4% |
| 3M | -19.2% | -20.5% | +1.3% | -18.4% |
| 6M | +14.5% | +1.2% | +13.3% | +14.3% |
| YTD | +17.1% | +48.4% | -31.3% | +14.7% |
| 1Y | +15.3% | +30.6% | -15.3% | +13.1% |
| 3Y | +0.5% | +73.6% | -73.2% | -1.6% |
| All | -13.7% | +74.5% | -88.2% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling