+600.3%
MCHP vs XBI
+905.2%
-304.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.0% |
| 7D | -2.1% | -4.6% | +2.5% | +0.6% |
| 30D | -11.1% | -0.8% | -10.3% | -11.0% |
| 3M | -18.1% | +21.8% | -39.9% | -27.2% |
| 6M | +10.8% | +23.2% | -12.4% | -2.6% |
| YTD | +14.2% | +28.7% | -14.5% | -2.6% |
| 1Y | +13.5% | +67.8% | -54.3% | -17.1% |
| 3Y | -2.0% | +100.6% | -102.7% | -35.6% |
| 5Y | +1.4% | +19.8% | -18.4% | -13.7% |
| 10Y | +195.5% | +159.7% | +35.8% | +65.9% |
| All | +600.3% | +905.2% | -304.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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