+1,024.7%
XLE vs MCHP
+2,288.5%
-1,263.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +11.8% | -4.1% | +15.9% | +12.3% |
| 3M | +9.8% | -22.5% | +32.3% | +14.3% |
| 6M | +15.6% | +7.3% | +8.3% | +11.1% |
| YTD | +45.3% | +18.4% | +26.9% | +36.0% |
| 1Y | +48.3% | +18.1% | +30.2% | +38.1% |
| 3Y | +55.4% | -2.8% | +58.2% | +44.5% |
| 5Y | +216.1% | +5.5% | +210.6% | +180.2% |
| 10Y | +178.4% | +185.8% | -7.4% | +94.5% |
| All | +1,024.7% | +2,288.5% | -1,263.8% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling