+8.8%
MCHP vs EXE
+192.2%
-183.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +2.8% | -1.8% | +4.5% | +3.2% |
| 30D | -12.8% | +6.4% | -19.2% | -14.3% |
| 3M | -19.2% | +9.2% | -28.5% | -21.3% |
| 6M | +14.5% | -7.0% | +21.5% | +16.0% |
| YTD | +17.1% | -9.5% | +26.6% | +18.9% |
| 1Y | +15.3% | +6.2% | +9.1% | +11.4% |
| 3Y | +0.5% | +20.7% | -20.3% | -6.8% |
| 5Y | +6.1% | +103.6% | -97.6% | -11.6% |
| All | +8.8% | +192.2% | -183.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling