+14.5%
MCHP vs EXC
+3.2%
+11.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.3% | -1.9% | -2.3% | -5.0% |
| 30D | -16.3% | +7.8% | -24.1% | -13.6% |
| 3M | -21.4% | +1.9% | -23.3% | -20.8% |
| 6M | -35.8% | +3.4% | -39.1% | -35.0% |
| YTD | -0.9% | +7.6% | -8.5% | +2.3% |
| 1Y | +14.5% | +2.1% | +12.4% | +15.3% |
| All | +14.5% | +3.2% | +11.3% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling