+199.5%
MCHP vs XOP
+58.6%
+140.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | -6.0% | +9.6% | -15.6% | -9.5% |
| 3M | -19.7% | +20.4% | -40.0% | -26.0% |
| 6M | +14.0% | +19.9% | -5.9% | +4.0% |
| YTD | +18.4% | +56.4% | -38.0% | -3.9% |
| 1Y | +17.1% | +52.4% | -35.3% | -4.1% |
| 3Y | +0.7% | +39.9% | -39.2% | -14.5% |
| 5Y | +5.1% | +163.7% | -158.6% | -31.8% |
| All | +199.5% | +58.6% | +140.8% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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