+134.5%
MCHP vs EXC
+205.3%
-70.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.3% |
| 7D | +5.7% | +1.4% | +4.3% | +5.0% |
| 30D | -13.4% | +8.6% | -22.0% | -16.8% |
| 3M | -20.1% | +2.4% | -22.5% | -21.3% |
| 6M | -35.5% | +6.5% | -42.0% | -38.1% |
| YTD | -1.6% | +9.0% | -10.6% | -7.5% |
| 1Y | +15.5% | +4.6% | +10.9% | +10.5% |
| 3Y | -13.2% | +33.5% | -46.7% | -30.8% |
| 5Y | -17.5% | +41.4% | -58.9% | -38.3% |
| All | +134.5% | +205.3% | -70.8% | +20.5% |
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