+188.9%
MCHP vs XRT
+125.1%
+63.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.3% |
| 7D | -2.1% | -3.6% | +1.5% | +0.9% |
| 30D | -11.1% | -6.7% | -4.4% | -6.1% |
| 3M | -18.1% | -1.4% | -16.7% | -17.6% |
| 6M | +10.8% | +1.7% | +9.1% | +8.6% |
| YTD | +14.2% | -1.5% | +15.7% | +14.9% |
| 1Y | +13.5% | -2.5% | +15.9% | +15.2% |
| 3Y | -2.0% | +39.9% | -41.9% | -24.1% |
| 5Y | +1.4% | -2.6% | +4.0% | +2.1% |
| All | +188.9% | +125.1% | +63.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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