-2.8%
MCHP vs XYZ
+46.5%
-49.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -2.1% | -5.2% | +3.1% | -0.4% |
| 30D | -11.1% | 0.0% | -11.1% | -11.3% |
| 3M | -18.1% | +18.7% | -36.8% | -23.0% |
| 6M | +10.8% | +20.5% | -9.8% | +2.8% |
| YTD | +14.2% | +21.5% | -7.2% | +4.7% |
| 1Y | +13.5% | +7.2% | +6.2% | +8.5% |
| All | -2.8% | +46.5% | -49.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling