+179.2%
XLE vs MCHP
+134.0%
+45.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +5.4% | +5.7% | -0.3% | +3.9% |
| 30D | -3.9% | -13.4% | +9.5% | -1.0% |
| 3M | +7.0% | -20.1% | +27.1% | +12.3% |
| 6M | +14.2% | -35.5% | +49.7% | +24.5% |
| YTD | +48.2% | -1.6% | +49.7% | +40.3% |
| 1Y | +47.7% | +15.5% | +32.2% | +32.6% |
| 3Y | +70.0% | -13.2% | +83.2% | +55.1% |
| 5Y | +169.1% | -17.5% | +186.6% | +136.4% |
| All | +179.2% | +134.0% | +45.2% | +61.1% |
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