+0.7%
MCHP vs XLI
+70.0%
-69.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +1.8% |
| 7D | 0.0% | -1.7% | +1.7% | +3.0% |
| 30D | -6.0% | -7.3% | +1.2% | +7.4% |
| 3M | -19.7% | -1.3% | -18.3% | -17.1% |
| 6M | +14.0% | +2.2% | +11.8% | +10.9% |
| YTD | +18.4% | +11.7% | +6.7% | -2.8% |
| 1Y | +17.1% | +14.3% | +2.8% | -7.4% |
| 3Y | +0.7% | +70.3% | -69.6% | -59.7% |
| All | +0.7% | +70.0% | -69.3% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling