+188.9%
MCHP vs EXR
+149.6%
+39.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -2.1% | -3.2% | +1.1% | -0.7% |
| 30D | -11.1% | -6.9% | -4.2% | -8.4% |
| 3M | -18.1% | -7.8% | -10.3% | -15.8% |
| 6M | +10.8% | -4.9% | +15.7% | +12.2% |
| YTD | +14.2% | +7.2% | +7.1% | +9.5% |
| 1Y | +13.5% | -1.5% | +15.0% | +12.7% |
| 3Y | -2.0% | +22.3% | -24.3% | -12.3% |
| 5Y | +1.4% | -10.9% | +12.3% | +2.1% |
| All | +188.9% | +149.6% | +39.3% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling