+136.1%
MCHP vs EXC
+201.2%
-65.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.3% | -1.9% | -2.3% | -3.3% |
| 30D | -16.3% | +7.8% | -24.1% | -19.3% |
| 3M | -21.4% | +1.9% | -23.3% | -22.3% |
| 6M | -35.8% | +3.4% | -39.1% | -37.5% |
| YTD | -0.9% | +7.6% | -8.5% | -6.3% |
| 1Y | +14.5% | +2.1% | +12.4% | +10.9% |
| 3Y | -13.7% | +29.6% | -43.3% | -30.1% |
| 5Y | -16.9% | +39.5% | -56.4% | -37.5% |
| All | +136.1% | +201.2% | -65.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling