+4.4%
MCHP vs XRT
-2.4%
+6.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +1.0% |
| 7D | +0.3% | -2.4% | +2.8% | +2.6% |
| 30D | -9.8% | -6.9% | -2.8% | -3.8% |
| 3M | -19.7% | -0.4% | -19.3% | -19.9% |
| 6M | +13.6% | +2.2% | +11.3% | +10.3% |
| YTD | +16.5% | -0.7% | +17.2% | +16.1% |
| 1Y | +15.7% | -2.0% | +17.7% | +16.8% |
| 3Y | 0.0% | +41.0% | -41.1% | -26.1% |
| 5Y | +4.4% | -3.3% | +7.7% | +1.9% |
| All | +4.4% | -2.4% | +6.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling