+134.5%
MCHP vs XLB
+163.6%
-29.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +5.7% | +0.5% | +5.2% | +5.1% |
| 30D | -13.4% | +5.2% | -18.6% | -18.5% |
| 3M | -20.1% | +0.3% | -20.4% | -20.4% |
| 6M | -35.5% | +1.2% | -36.7% | -36.4% |
| YTD | -1.6% | +16.6% | -18.2% | -19.0% |
| 1Y | +15.5% | +21.4% | -6.0% | -9.8% |
| 3Y | -13.2% | +43.2% | -56.4% | -42.1% |
| 5Y | -17.5% | +28.0% | -45.5% | -36.1% |
| All | +134.5% | +163.6% | -29.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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