+493.1%
MCHP vs XYL
+459.9%
+33.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +0.3% | +0.8% | -0.5% | -0.4% |
| 30D | -9.8% | -10.8% | +1.1% | -2.6% |
| 3M | -19.7% | -2.5% | -17.2% | -19.1% |
| 6M | +13.6% | -12.2% | +25.7% | +22.8% |
| YTD | +16.5% | -20.1% | +36.6% | +33.1% |
| 1Y | +15.7% | -20.6% | +36.3% | +33.0% |
| 3Y | 0.0% | +17.3% | -17.4% | -11.4% |
| 5Y | +4.4% | -14.5% | +18.9% | +12.2% |
| 10Y | +201.4% | +150.2% | +51.2% | +76.3% |
| All | +493.1% | +459.9% | +33.2% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling