-42.7%
MCHP vs USB
+7.8%
-50.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.8% |
| 7D | -24.6% | 0.0% | -24.6% | -24.3% |
| 30D | -25.2% | +5.8% | -31.1% | -26.5% |
| 3M | -21.1% | -6.0% | -15.1% | -19.5% |
| 6M | -42.7% | +7.8% | -50.4% | -43.3% |
| All | -42.7% | +7.8% | -50.5% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling