+199.5%
MCHP vs EXEL
+375.2%
-175.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +4.2% |
| 7D | 0.0% | -4.9% | +4.9% | +1.2% |
| 30D | -6.0% | +11.4% | -17.4% | -8.4% |
| 3M | -19.7% | +4.9% | -24.6% | -20.8% |
| 6M | +14.0% | +34.4% | -20.4% | +5.9% |
| YTD | +18.4% | +28.0% | -9.6% | +10.9% |
| 1Y | +17.1% | +43.6% | -26.5% | +6.2% |
| 3Y | +0.7% | +155.2% | -154.5% | -23.2% |
| 5Y | +5.1% | +181.2% | -176.1% | -23.1% |
| All | +199.5% | +375.2% | -175.7% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling