+176.9%
XLE vs MCHP
+196.2%
-19.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +0.5% | -2.1% | +2.6% | +1.0% |
| 30D | +6.6% | -11.1% | +17.7% | +9.8% |
| 3M | +12.3% | -18.1% | +30.4% | +16.3% |
| 6M | +18.4% | +10.8% | +7.6% | +10.8% |
| YTD | +47.2% | +14.2% | +33.0% | +35.5% |
| 1Y | +50.3% | +13.5% | +36.8% | +37.3% |
| 3Y | +55.3% | -2.0% | +57.3% | +38.5% |
| 5Y | +226.0% | +1.4% | +224.6% | +170.4% |
| All | +176.9% | +196.2% | -19.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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