+126.5%
MCHP vs USB
+92.8%
+33.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.7% |
| 7D | -24.6% | 0.0% | -24.6% | -24.5% |
| 30D | -25.2% | +5.8% | -31.1% | -27.7% |
| 3M | -21.1% | -6.0% | -15.1% | -18.1% |
| 6M | -42.7% | +7.8% | -50.4% | -45.5% |
| YTD | -6.9% | +14.6% | -21.5% | -15.1% |
| 1Y | +0.9% | +31.8% | -30.9% | -15.5% |
| 3Y | -16.2% | +91.5% | -107.7% | -43.2% |
| 5Y | -24.1% | +22.0% | -46.2% | -35.0% |
| All | +126.5% | +92.8% | +33.7% | +73.0% |
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