+614.3%
MCHP vs XHB
+163.2%
+451.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | +0.3% | -1.9% | +2.3% | +1.5% |
| 30D | -9.8% | -8.3% | -1.4% | -4.9% |
| 3M | -19.7% | -7.1% | -12.6% | -16.0% |
| 6M | +13.6% | -5.3% | +18.8% | +17.1% |
| YTD | +16.5% | -3.2% | +19.7% | +18.4% |
| 1Y | +15.7% | -13.9% | +29.6% | +26.2% |
| 3Y | 0.0% | +24.9% | -25.0% | -11.7% |
| 5Y | +4.4% | +34.5% | -30.1% | -10.9% |
| 10Y | +201.4% | +215.5% | -14.1% | +67.7% |
| All | +614.3% | +163.2% | +451.1% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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