+2,425.5%
MCHP vs XLB
+822.6%
+1,602.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +2.9% |
| 30D | -4.1% | -0.4% | -3.7% | -3.7% |
| 3M | -22.5% | +2.0% | -24.5% | -23.7% |
| 6M | +7.3% | +1.8% | +5.5% | +6.0% |
| YTD | +18.4% | +16.6% | +1.8% | +4.7% |
| 1Y | +18.1% | +16.9% | +1.2% | +4.4% |
| 3Y | -2.8% | +32.6% | -35.3% | -19.3% |
| 5Y | +5.5% | +35.6% | -30.2% | -12.0% |
| 10Y | +185.8% | +160.0% | +25.8% | +56.3% |
| All | +2,425.5% | +822.6% | +1,602.9% | +477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling