+931.1%
MCHP vs EXEL
+264.7%
+666.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | -12.8% | +6.7% | -19.5% | -13.9% |
| 3M | -19.2% | +11.5% | -30.7% | -20.9% |
| 6M | +14.5% | +38.8% | -24.2% | +7.3% |
| YTD | +17.1% | +31.6% | -14.5% | +10.6% |
| 1Y | +15.3% | +53.0% | -37.7% | +5.4% |
| 3Y | +0.5% | +160.8% | -160.4% | -18.8% |
| 5Y | +6.1% | +190.1% | -184.0% | -16.8% |
| 10Y | +192.2% | +367.0% | -174.7% | +94.7% |
| All | +931.1% | +264.7% | +666.4% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling