-22.7%
MCHP vs XLP
+40.8%
-63.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.3% | -8.7% | -9.2% |
| 7D | -24.6% | +0.7% | -25.3% | -24.9% |
| 30D | -25.2% | +10.3% | -35.5% | -30.0% |
| 3M | -21.1% | +6.5% | -27.6% | -24.6% |
| 6M | -42.7% | +8.4% | -51.1% | -46.7% |
| YTD | -6.9% | +18.2% | -25.1% | -20.5% |
| 1Y | +0.9% | +22.4% | -21.5% | -17.0% |
| 3Y | -16.2% | +41.9% | -58.1% | -41.5% |
| All | -22.7% | +40.8% | -63.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling