+933.0%
MCHP vs XPO
+9,839.2%
-8,906.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +0.3% | -0.9% | +1.3% | +0.5% |
| 30D | -9.8% | -8.1% | -1.7% | -8.4% |
| 3M | -19.7% | -19.0% | -0.7% | -16.6% |
| 6M | +13.6% | -5.2% | +18.7% | +14.6% |
| YTD | +16.5% | +35.6% | -19.0% | +9.9% |
| 1Y | +15.7% | +41.1% | -25.4% | +8.0% |
| 3Y | 0.0% | +157.9% | -158.0% | -16.4% |
| 5Y | +4.4% | +265.6% | -261.2% | -19.0% |
| 10Y | +201.4% | +1,516.8% | -1,315.4% | +98.3% |
| All | +933.0% | +9,839.2% | -8,906.1% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling