+42,373.8%
MCHP vs EXC
+1,449.2%
+40,924.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -4.1% | -3.7% | -0.4% | -3.0% |
| 3M | -22.5% | -1.3% | -21.2% | -22.6% |
| 6M | +7.3% | -9.7% | +17.0% | +9.9% |
| YTD | +18.4% | +2.9% | +15.5% | +16.2% |
| 1Y | +18.1% | +4.4% | +13.7% | +15.1% |
| 3Y | -2.8% | +22.2% | -25.0% | -11.8% |
| 5Y | +5.5% | +46.7% | -41.2% | -10.2% |
| 10Y | +185.8% | +155.3% | +30.5% | +108.2% |
| All | +42,373.8% | +1,449.2% | +40,924.7% | +26,723.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling