+288.3%
MCHP vs XYZ
+607.2%
-318.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -4.3% | +4.3% | +1.5% |
| 30D | -6.0% | +1.2% | -7.2% | -6.6% |
| 3M | -19.7% | +14.6% | -34.3% | -23.8% |
| 6M | +14.0% | +22.6% | -8.5% | +5.2% |
| YTD | +18.4% | +21.7% | -3.3% | +7.9% |
| 1Y | +17.1% | +6.7% | +10.4% | +11.1% |
| 3Y | +0.7% | +46.8% | -46.1% | -19.7% |
| 5Y | +5.1% | -68.0% | +73.1% | +25.2% |
| 10Y | +206.3% | +602.8% | -396.5% | +63.5% |
| All | +288.3% | +607.2% | -318.9% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling