+13.9%
MCHP vs USB
+33.5%
-19.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +3.8% |
| 7D | -19.2% | +0.8% | -20.0% | -19.4% |
| 30D | -18.6% | +6.8% | -25.4% | -21.5% |
| 3M | -26.9% | -3.8% | -23.2% | -25.4% |
| 6M | -37.2% | +11.7% | -49.0% | -41.6% |
| YTD | -1.8% | +17.5% | -19.3% | -17.9% |
| All | +13.9% | +33.5% | -19.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling