-10.0%
MCHP vs EXPD
+72.3%
-82.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +3.7% |
| 7D | -19.2% | -5.5% | -13.7% | -15.9% |
| 30D | -18.6% | -1.9% | -16.7% | -17.1% |
| 3M | -26.9% | +6.1% | -33.0% | -29.1% |
| 6M | -37.2% | +21.6% | -58.9% | -44.1% |
| YTD | -1.8% | +27.9% | -29.7% | -17.2% |
| 1Y | +12.1% | +39.4% | -27.3% | -11.5% |
| 3Y | -10.0% | +72.7% | -82.7% | -44.5% |
| All | -10.0% | +72.3% | -82.3% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling