+187.7%
MCHP vs USB
+107.5%
+80.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +1.7% | +1.4% | +0.3% | +0.8% |
| 30D | -4.1% | -1.3% | -2.8% | -3.4% |
| 3M | -22.5% | +15.2% | -37.8% | -29.3% |
| 6M | +7.3% | +18.8% | -11.5% | -3.9% |
| YTD | +18.4% | +21.0% | -2.6% | +4.3% |
| 1Y | +18.1% | +34.0% | -15.9% | -2.1% |
| 3Y | -2.8% | +95.3% | -98.1% | -35.5% |
| 5Y | +5.5% | +40.4% | -34.9% | -17.4% |
| All | +187.7% | +107.5% | +80.2% | +74.3% |
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