+134.5%
MCHP vs EXPE
+123.5%
+11.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -13.4% | -6.1% | -7.3% | -11.7% |
| 3M | -20.1% | -21.3% | +1.2% | -13.6% |
| 6M | -35.5% | +19.0% | -54.5% | -41.7% |
| YTD | -1.6% | -8.4% | +6.9% | -3.6% |
| 1Y | +15.5% | -2.8% | +18.3% | +10.1% |
| 3Y | -13.2% | +120.8% | -133.9% | -45.0% |
| 5Y | -17.5% | +46.2% | -63.7% | -41.1% |
| All | +134.5% | +123.5% | +11.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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