+199.5%
MCHP vs XEL
+151.6%
+47.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -6.0% | -3.9% | -2.1% | -4.7% |
| 3M | -19.7% | -2.8% | -16.9% | -19.1% |
| 6M | +14.0% | -5.4% | +19.4% | +15.8% |
| YTD | +18.4% | +3.8% | +14.7% | +16.0% |
| 1Y | +17.1% | +6.8% | +10.3% | +13.0% |
| 3Y | +0.7% | +45.6% | -44.9% | -16.6% |
| 5Y | +5.1% | +30.7% | -25.6% | -9.6% |
| All | +199.5% | +151.6% | +47.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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