+731.2%
MCHP vs XRT
+514.3%
+216.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +0.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.1% |
| 30D | -4.1% | -4.2% | +0.1% | -1.0% |
| 3M | -22.5% | +5.1% | -27.6% | -25.6% |
| 6M | +7.3% | +2.4% | +4.9% | +5.0% |
| YTD | +18.4% | +3.2% | +15.2% | +15.1% |
| 1Y | +18.1% | +1.5% | +16.6% | +16.4% |
| 3Y | -2.8% | +40.6% | -43.4% | -22.9% |
| 5Y | +5.5% | -1.0% | +6.5% | +6.3% |
| 10Y | +185.8% | +128.4% | +57.4% | +48.4% |
| All | +731.2% | +514.3% | +216.9% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling