+85.8%
MCHP vs USHY
+50.4%
+35.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | 0.0% |
| 7D | +0.3% | -0.1% | +0.5% | +0.7% |
| 30D | -9.8% | 0.0% | -9.7% | -9.6% |
| 3M | -19.7% | +0.8% | -20.6% | -21.3% |
| 6M | +13.6% | +1.9% | +11.6% | +8.5% |
| YTD | +16.5% | +2.3% | +14.3% | +10.4% |
| 1Y | +15.7% | +4.1% | +11.5% | +4.4% |
| 3Y | 0.0% | +27.8% | -27.8% | -44.9% |
| 5Y | +4.4% | +21.5% | -17.1% | -31.2% |
| All | +85.8% | +50.4% | +35.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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