+4.4%
MCHP vs EXC
+46.0%
-41.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -9.8% | -0.9% | -8.9% | -9.7% |
| 3M | -19.7% | -2.7% | -17.0% | -19.7% |
| 6M | +13.6% | -9.4% | +22.9% | +14.8% |
| YTD | +16.5% | +3.0% | +13.5% | +14.9% |
| 1Y | +15.7% | +5.1% | +10.6% | +13.1% |
| 3Y | 0.0% | +20.6% | -20.6% | -8.1% |
| 5Y | +4.4% | +45.7% | -41.3% | -12.9% |
| All | +4.4% | +46.0% | -41.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling