+0.5%
MCHP vs EXR
+23.6%
-23.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.8% | -0.7% | +3.4% | +3.1% |
| 30D | -12.8% | -6.9% | -5.9% | -9.8% |
| 3M | -19.2% | -3.0% | -16.2% | -19.0% |
| 6M | +14.5% | -2.9% | +17.5% | +14.7% |
| YTD | +17.1% | +9.3% | +7.8% | +9.5% |
| 1Y | +15.3% | -0.9% | +16.3% | +13.5% |
| 3Y | +0.5% | +24.7% | -24.2% | -13.3% |
| All | +0.5% | +23.6% | -23.2% | -13.3% |
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