+1,036.2%
XLE vs MCHP
+1,899.2%
-863.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.4% | -4.3% | +8.7% | +5.2% |
| 30D | -4.3% | -16.3% | +12.0% | -1.2% |
| 3M | +6.0% | -21.4% | +27.4% | +10.6% |
| 6M | +13.2% | -35.8% | +49.0% | +21.4% |
| YTD | +46.7% | -0.9% | +47.7% | +41.6% |
| 1Y | +46.6% | +14.5% | +32.1% | +36.6% |
| 3Y | +69.6% | -13.7% | +83.2% | +60.7% |
| 5Y | +166.5% | -16.9% | +183.5% | +147.3% |
| 10Y | +178.0% | +137.5% | +40.5% | +100.4% |
| All | +1,036.2% | +1,899.2% | -863.0% | +492.6% |
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