+227.7%
XLE vs MCHP
+5.4%
+222.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +8.5% | -9.8% | +18.3% | +10.1% |
| 3M | +14.6% | -19.7% | +34.3% | +17.4% |
| 6M | +17.6% | +13.6% | +4.0% | +12.4% |
| YTD | +48.1% | +16.5% | +31.6% | +40.1% |
| 1Y | +53.8% | +15.7% | +38.1% | +45.0% |
| 3Y | +56.2% | 0.0% | +56.3% | +43.0% |
| 5Y | +227.7% | +4.4% | +223.3% | +187.1% |
| All | +227.7% | +5.4% | +222.4% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling