+0.7%
MCHP vs XLU
+47.0%
-46.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.8% |
| 30D | -6.0% | -3.3% | -2.7% | -4.7% |
| 3M | -19.7% | -3.2% | -16.5% | -18.8% |
| 6M | +14.0% | -7.0% | +21.0% | +17.2% |
| YTD | +18.4% | +0.6% | +17.8% | +16.9% |
| 1Y | +17.1% | +2.4% | +14.7% | +14.2% |
| 3Y | +0.7% | +46.3% | -45.5% | -18.6% |
| All | +0.7% | +47.0% | -46.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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