+54.9%
XLE vs MCHP
+0.1%
+54.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | 0.0% | +2.8% | -2.8% | -0.3% |
| 30D | +12.6% | -12.8% | +25.5% | +14.3% |
| 3M | +11.8% | -19.2% | +31.0% | +13.9% |
| 6M | +16.1% | +14.5% | +1.5% | +11.3% |
| YTD | +46.9% | +17.1% | +29.7% | +39.6% |
| 1Y | +53.3% | +15.3% | +37.9% | +45.5% |
| 3Y | +54.9% | +0.5% | +54.5% | +36.5% |
| All | +54.9% | +0.1% | +54.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling