-0.9%
MCHP vs EXC
+20.6%
-21.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.4% |
| 30D | -9.8% | -0.9% | -8.9% | -9.9% |
| 3M | -19.7% | -2.7% | -17.0% | -20.1% |
| 6M | +13.6% | -9.4% | +22.9% | +11.8% |
| YTD | +16.5% | +3.0% | +13.5% | +17.1% |
| 1Y | +15.7% | +5.1% | +10.6% | +16.4% |
| All | -0.9% | +20.6% | -21.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling