+2,337.3%
MCHP vs XLU
+623.5%
+1,713.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -2.1% | -1.2% | -0.9% | -1.4% |
| 30D | -11.1% | -2.5% | -8.6% | -9.8% |
| 3M | -18.1% | -2.7% | -15.3% | -17.0% |
| 6M | +10.8% | -7.5% | +18.2% | +15.5% |
| YTD | +14.2% | +0.9% | +13.3% | +12.8% |
| 1Y | +13.5% | +3.3% | +10.2% | +10.2% |
| 3Y | -2.0% | +47.3% | -49.3% | -24.1% |
| 5Y | +1.4% | +44.4% | -43.0% | -21.0% |
| 10Y | +195.5% | +140.8% | +54.7% | +68.9% |
| All | +2,337.3% | +623.5% | +1,713.8% | +538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling