+136.1%
MCHP vs USB
+82.2%
+53.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -4.3% | +1.2% | -5.5% | -4.9% |
| 30D | -16.3% | +6.3% | -22.6% | -19.2% |
| 3M | -21.4% | -6.1% | -15.3% | -18.2% |
| 6M | -35.8% | +13.0% | -48.7% | -40.7% |
| YTD | -0.9% | +16.6% | -17.5% | -10.6% |
| 1Y | +14.5% | +31.1% | -16.6% | -3.7% |
| 3Y | -13.7% | +100.9% | -114.6% | -43.1% |
| 5Y | -16.9% | +24.5% | -41.5% | -29.7% |
| All | +136.1% | +82.2% | +53.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling