+71.1%
MCHP vs XLC
+142.6%
-71.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.0% |
| 30D | -12.8% | +0.2% | -13.1% | -13.5% |
| 3M | -19.2% | +0.6% | -19.9% | -21.0% |
| 6M | +14.5% | -4.5% | +19.1% | +19.4% |
| YTD | +17.1% | -4.7% | +21.8% | +21.9% |
| 1Y | +15.3% | -1.7% | +17.0% | +15.5% |
| 3Y | +0.5% | +72.3% | -71.8% | -47.3% |
| 5Y | +6.1% | +37.8% | -31.7% | -26.0% |
| All | +71.1% | +142.6% | -71.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling