+37,036.7%
MCHP vs USB
+4,068.1%
+32,968.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.1% | -11.8% | -13.1% |
| 7D | -20.1% | -1.5% | -18.6% | -19.5% |
| 30D | -20.2% | +4.3% | -24.5% | -21.5% |
| 3M | -16.1% | -6.1% | -10.1% | -13.9% |
| 6M | -33.4% | +9.4% | -42.8% | -36.0% |
| YTD | +3.5% | +15.2% | -11.7% | -2.7% |
| 1Y | +9.5% | +32.8% | -23.3% | -2.7% |
| 3Y | -8.5% | +91.3% | -99.8% | -28.8% |
| 5Y | -15.7% | +22.7% | -38.3% | -23.8% |
| 10Y | +160.2% | +97.0% | +63.1% | +93.8% |
| All | +37,036.7% | +4,068.1% | +32,968.6% | +10,365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling