-12.5%
MCHP vs EXR
+54.2%
-66.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -17.5% | -1.1% | -16.4% | -17.0% |
| 30D | -15.8% | +18.8% | -34.6% | -22.8% |
| 3M | -22.9% | +9.9% | -32.8% | -26.5% |
| 6M | -36.6% | +12.6% | -49.2% | -41.0% |
| YTD | -0.8% | +26.5% | -27.3% | -14.2% |
| 1Y | +16.5% | +24.5% | -8.0% | +1.7% |
| All | -12.5% | +54.2% | -66.8% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling