+192.2%
MCHP vs XLP
+102.6%
+89.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | +2.8% | -1.4% | +4.2% | +4.2% |
| 30D | -12.8% | -1.3% | -11.5% | -12.0% |
| 3M | -19.2% | +1.8% | -21.1% | -22.3% |
| 6M | +14.5% | -0.8% | +15.4% | +12.9% |
| YTD | +17.1% | +9.5% | +7.6% | +3.1% |
| 1Y | +15.3% | +7.2% | +8.1% | +3.5% |
| 3Y | +0.5% | +27.1% | -26.7% | -26.2% |
| 5Y | +6.1% | +32.0% | -26.0% | -25.5% |
| 10Y | +192.2% | +102.9% | +89.3% | +39.4% |
| All | +192.2% | +102.6% | +89.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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