-17.0%
MCHP vs USB
+25.0%
-42.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -17.5% | -0.5% | -17.0% | -17.0% |
| 30D | -15.8% | +5.7% | -21.6% | -18.6% |
| 3M | -22.9% | -4.7% | -18.2% | -20.5% |
| 6M | -36.6% | +13.4% | -50.0% | -41.6% |
| YTD | -0.8% | +17.0% | -17.8% | -10.9% |
| 1Y | +16.5% | +32.4% | -15.8% | -3.0% |
| 3Y | -13.6% | +101.7% | -115.3% | -42.2% |
| 5Y | -17.0% | +24.4% | -41.4% | -26.0% |
| All | -17.0% | +25.0% | -42.0% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling