+13.5%
MCHP vs EXPE
+28.4%
-15.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.0% |
| 7D | -2.1% | -8.7% | +6.6% | -1.7% |
| 30D | -11.1% | -13.6% | +2.5% | -10.6% |
| 3M | -18.1% | +26.6% | -44.7% | -20.2% |
| 6M | +10.8% | +19.9% | -9.2% | +8.0% |
| YTD | +14.2% | -1.7% | +16.0% | +14.5% |
| 1Y | +13.5% | +29.4% | -16.0% | +14.1% |
| All | +13.5% | +28.4% | -15.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling