+17.1%
MCHP vs XLI
+15.3%
+1.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +1.9% |
| 7D | 0.0% | -1.7% | +1.7% | +2.8% |
| 30D | -6.0% | -7.3% | +1.2% | +6.2% |
| 3M | -19.7% | -1.3% | -18.3% | -16.9% |
| 6M | +14.0% | +2.2% | +11.8% | +11.9% |
| YTD | +18.4% | +11.7% | +6.7% | -2.7% |
| 1Y | +17.1% | +14.3% | +2.8% | -7.4% |
| All | +17.1% | +15.3% | +1.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling