+201.4%
MCHP vs EXPD
+316.4%
-115.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.4% |
| 7D | +0.3% | +1.2% | -0.8% | -0.5% |
| 30D | -9.8% | +5.2% | -15.0% | -13.3% |
| 3M | -19.7% | +13.2% | -32.9% | -27.2% |
| 6M | +13.6% | +30.3% | -16.8% | -8.4% |
| YTD | +16.5% | +27.0% | -10.5% | -5.9% |
| 1Y | +15.7% | +57.3% | -41.6% | -22.6% |
| 3Y | 0.0% | +70.0% | -70.0% | -37.6% |
| 5Y | +4.4% | +61.6% | -57.2% | -33.6% |
| 10Y | +201.4% | +321.1% | -119.7% | +5.2% |
| All | +201.4% | +316.4% | -115.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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