+73.0%
MCHP vs XLC
+145.0%
-72.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -6.0% | +2.1% | -8.1% | -8.7% |
| 3M | -19.7% | +0.7% | -20.4% | -21.5% |
| 6M | +14.0% | -3.2% | +17.2% | +17.0% |
| YTD | +18.4% | -3.8% | +22.2% | +21.9% |
| 1Y | +17.1% | -2.0% | +19.1% | +18.0% |
| 3Y | +0.7% | +71.4% | -70.6% | -46.8% |
| 5Y | +5.1% | +40.7% | -35.6% | -28.6% |
| All | +73.0% | +145.0% | -72.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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