+3.0%
MCHP vs XPO
+261.3%
-258.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -5.7% | +5.7% | +2.5% |
| 30D | -6.0% | -12.8% | +6.8% | -0.5% |
| 3M | -19.7% | -20.0% | +0.3% | -12.0% |
| 6M | +14.0% | -6.0% | +20.1% | +16.4% |
| YTD | +18.4% | +34.0% | -15.6% | +2.7% |
| 1Y | +17.1% | +35.6% | -18.4% | 0.0% |
| 3Y | +0.7% | +152.3% | -151.6% | -37.2% |
| All | +3.0% | +261.3% | -258.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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