+910.4%
MCHP vs EXR
+2,660.5%
-1,750.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.8% | -0.7% | +3.4% | +3.0% |
| 30D | -12.8% | -6.9% | -5.9% | -10.5% |
| 3M | -19.2% | -3.0% | -16.2% | -18.8% |
| 6M | +14.5% | -2.9% | +17.5% | +15.1% |
| YTD | +17.1% | +9.3% | +7.8% | +12.3% |
| 1Y | +15.3% | -0.9% | +16.3% | +14.6% |
| 3Y | +0.5% | +24.7% | -24.2% | -9.2% |
| 5Y | +6.1% | -11.7% | +17.8% | +7.8% |
| 10Y | +192.2% | +148.4% | +43.9% | +99.1% |
| All | +910.4% | +2,660.5% | -1,750.0% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling