+199.5%
MCHP vs MXL
+313.4%
-113.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.9% | +1.2% |
| 7D | 0.0% | +18.9% | -18.8% | -5.8% |
| 30D | -6.0% | +0.3% | -6.4% | -7.3% |
| 3M | -19.7% | -8.0% | -11.6% | -22.0% |
| 6M | +14.0% | +341.2% | -327.2% | -48.3% |
| YTD | +18.4% | +327.8% | -309.4% | -46.1% |
| 1Y | +17.1% | +364.9% | -347.8% | -49.1% |
| 3Y | +0.7% | +229.2% | -228.5% | -59.0% |
| 5Y | +5.1% | +42.8% | -37.7% | -41.8% |
| All | +199.5% | +313.4% | -113.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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