-17.0%
MCHP vs EXR
-0.9%
-16.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.2% |
| 3M | -22.9% | +9.9% | -32.8% | -26.8% |
| 6M | -36.6% | +12.6% | -49.2% | -41.2% |
| YTD | -0.8% | +26.5% | -27.3% | -14.3% |
| 1Y | +16.5% | +24.5% | -8.0% | +1.6% |
| 3Y | -13.6% | +52.4% | -66.0% | -34.5% |
| 5Y | -17.0% | -1.5% | -15.5% | -21.8% |
| All | -17.0% | -0.9% | -16.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling