+176.5%
XLE vs MCHP
+135.5%
+41.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.4% | -4.3% | +8.7% | +5.3% |
| 30D | -4.3% | -16.3% | +12.0% | -0.4% |
| 3M | +6.0% | -21.4% | +27.4% | +11.7% |
| 6M | +13.2% | -35.8% | +49.0% | +23.6% |
| YTD | +46.7% | -0.9% | +47.7% | +38.8% |
| 1Y | +46.6% | +14.5% | +32.1% | +32.0% |
| 3Y | +69.6% | -13.7% | +83.2% | +55.2% |
| 5Y | +166.5% | -16.9% | +183.5% | +133.7% |
| All | +176.5% | +135.5% | +41.0% | +59.3% |
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