-13.2%
MCHP vs XLP
+45.4%
-58.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.0% |
| 7D | +5.7% | +2.5% | +3.2% | +5.1% |
| 30D | -13.4% | +7.3% | -20.7% | -14.9% |
| 3M | -20.1% | +8.1% | -28.2% | -21.7% |
| 6M | -35.5% | +10.5% | -46.0% | -37.7% |
| YTD | -1.6% | +21.2% | -22.7% | -11.8% |
| 1Y | +15.5% | +22.7% | -7.2% | +2.2% |
| 3Y | -13.2% | +44.8% | -58.0% | -32.9% |
| All | -13.2% | +45.4% | -58.6% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling