+199.5%
MCHP vs XLB
+163.8%
+35.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.2% |
| 7D | 0.0% | -2.8% | +2.9% | +3.7% |
| 30D | -6.0% | -3.1% | -2.9% | -2.3% |
| 3M | -19.7% | -0.2% | -19.5% | -19.8% |
| 6M | +14.0% | +3.1% | +11.0% | +9.6% |
| YTD | +18.4% | +13.3% | +5.2% | +0.9% |
| 1Y | +17.1% | +12.0% | +5.1% | +1.3% |
| 3Y | +0.7% | +31.4% | -30.7% | -25.4% |
| 5Y | +5.1% | +33.9% | -28.8% | -22.6% |
| All | +199.5% | +163.8% | +35.6% | +9.8% |
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