+199.5%
MCHP vs XLY
+220.9%
-21.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.5% |
| 7D | 0.0% | -1.7% | +1.7% | +2.2% |
| 30D | -6.0% | -4.2% | -1.9% | -1.2% |
| 3M | -19.7% | -2.7% | -17.0% | -17.3% |
| 6M | +14.0% | -0.6% | +14.7% | +14.4% |
| YTD | +18.4% | -5.0% | +23.5% | +25.4% |
| 1Y | +17.1% | -4.1% | +21.2% | +22.6% |
| 3Y | +0.7% | +33.6% | -32.9% | -28.7% |
| 5Y | +5.1% | +28.7% | -23.6% | -22.5% |
| All | +199.5% | +220.9% | -21.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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