+29.9%
MCHP vs EXR
+28.1%
+1.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.8% |
| 7D | -5.4% | +11.3% | -16.6% | -7.2% |
| 30D | -7.5% | +21.2% | -28.7% | -10.8% |
| 3M | -6.0% | +8.7% | -14.8% | -7.7% |
| 6M | -20.1% | +18.2% | -38.3% | -24.8% |
| YTD | +20.2% | +27.9% | -7.7% | +6.8% |
| 1Y | +29.9% | +28.3% | +1.6% | +15.2% |
| All | +29.9% | +28.1% | +1.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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