+925.9%
MCHP vs EXEL
+268.9%
+657.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | -9.8% | +10.1% | -19.9% | -11.4% |
| 3M | -19.7% | +10.1% | -29.8% | -21.2% |
| 6M | +13.6% | +37.7% | -24.1% | +6.6% |
| YTD | +16.5% | +33.1% | -16.6% | +9.8% |
| 1Y | +15.7% | +52.4% | -36.7% | +5.8% |
| 3Y | 0.0% | +163.8% | -163.9% | -19.4% |
| 5Y | +4.4% | +198.5% | -194.1% | -18.5% |
| 10Y | +201.4% | +386.9% | -185.5% | +99.3% |
| All | +925.9% | +268.9% | +657.0% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2026-09-09: compounded portfolio wealth divided by compounded EXEL 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 2026-09-09 analysis · Full analysis span regression · 6 months rolling