+751.5%
MCHP vs EXPE
+851.4%
-99.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | +1.7% | -9.5% | +11.2% | +5.0% |
| 30D | -4.1% | -6.6% | +2.5% | -2.3% |
| 3M | -22.5% | +31.4% | -53.9% | -30.2% |
| 6M | +7.3% | +35.2% | -27.9% | -5.4% |
| YTD | +18.4% | +5.8% | +12.6% | +12.1% |
| 1Y | +18.1% | +38.7% | -20.5% | +0.7% |
| 3Y | -2.8% | +175.8% | -178.6% | -36.0% |
| 5Y | +5.5% | +111.8% | -106.4% | -27.2% |
| 10Y | +185.8% | +179.7% | +6.1% | +67.5% |
| All | +751.5% | +851.4% | -99.9% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling