+35,118.3%
MCHP vs EXPD
+28,534.3%
+6,584.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +4.2% |
| 7D | -19.2% | -5.5% | -13.7% | -16.9% |
| 30D | -18.6% | -1.9% | -16.7% | -17.6% |
| 3M | -26.9% | +6.1% | -33.0% | -28.5% |
| 6M | -37.2% | +21.6% | -58.9% | -42.2% |
| YTD | -1.8% | +27.9% | -29.7% | -12.4% |
| 1Y | +12.1% | +39.4% | -27.3% | -3.6% |
| 3Y | -10.0% | +72.7% | -82.7% | -29.3% |
| 5Y | -17.3% | +60.3% | -77.6% | -32.8% |
| 10Y | +131.0% | +332.6% | -201.6% | +29.9% |
| All | +35,118.3% | +28,534.3% | +6,584.0% | +8,132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling