+666.0%
MCHP vs MXL
+286.3%
+379.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.1% |
| 7D | -2.1% | +16.6% | -18.7% | -6.6% |
| 30D | -11.1% | +0.5% | -11.6% | -12.3% |
| 3M | -18.1% | -3.6% | -14.5% | -21.1% |
| 6M | +10.8% | +328.0% | -317.2% | -41.5% |
| YTD | +14.2% | +297.8% | -283.6% | -38.6% |
| 1Y | +13.5% | +339.4% | -326.0% | -41.5% |
| 3Y | -2.0% | +201.7% | -203.7% | -50.7% |
| 5Y | +1.4% | +32.8% | -31.4% | -36.0% |
| 10Y | +195.5% | +274.8% | -79.3% | +28.5% |
| All | +666.0% | +286.3% | +379.7% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling