-2.8%
MCHP vs XLC
+71.4%
-74.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.7% |
| 7D | -2.1% | -1.7% | -0.4% | -0.1% |
| 30D | -11.1% | +0.2% | -11.3% | -11.8% |
| 3M | -18.1% | +0.7% | -18.8% | -20.0% |
| 6M | +10.8% | -4.5% | +15.2% | +16.3% |
| YTD | +14.2% | -4.7% | +19.0% | +19.8% |
| 1Y | +13.5% | -1.5% | +15.0% | +13.1% |
| All | -2.8% | +71.4% | -74.3% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling