+199.5%
MCHP vs XYL
+150.5%
+49.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.9% |
| 30D | -6.0% | -11.9% | +5.9% | +3.3% |
| 3M | -19.7% | -1.5% | -18.1% | -19.8% |
| 6M | +14.0% | -11.9% | +25.9% | +24.0% |
| YTD | +18.4% | -20.6% | +39.0% | +37.9% |
| 1Y | +17.1% | -23.5% | +40.6% | +40.7% |
| 3Y | +0.7% | +14.9% | -14.1% | -11.6% |
| 5Y | +5.1% | -15.3% | +20.4% | +13.9% |
| All | +199.5% | +150.5% | +49.0% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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