+608.1%
MCHP vs EXPE
+723.5%
-115.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -13.4% | -6.1% | -7.3% | -12.0% |
| 3M | -20.1% | -21.3% | +1.2% | -14.6% |
| 6M | -35.5% | +19.0% | -54.5% | -40.5% |
| YTD | -1.6% | -8.4% | +6.9% | -3.0% |
| 1Y | +15.5% | -2.8% | +18.3% | +11.4% |
| 3Y | -13.2% | +120.8% | -133.9% | -38.7% |
| 5Y | -17.5% | +46.2% | -63.7% | -35.9% |
| 10Y | +136.0% | +123.8% | +12.1% | +47.1% |
| All | +608.1% | +723.5% | -115.4% | +116.9% |
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