-17.0%
MCHP vs EXC
+40.5%
-57.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -17.5% | -1.4% | -16.2% | -17.4% |
| 30D | -15.8% | +8.3% | -24.1% | -16.6% |
| 3M | -22.9% | +2.6% | -25.5% | -23.1% |
| 6M | -36.6% | +5.2% | -41.7% | -37.2% |
| YTD | -0.8% | +7.5% | -8.4% | -2.7% |
| 1Y | +16.5% | +3.2% | +13.4% | +15.2% |
| 3Y | -13.6% | +29.5% | -43.1% | -22.0% |
| 5Y | -17.0% | +39.7% | -56.7% | -30.2% |
| All | -17.0% | +40.5% | -57.5% | -30.2% |
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