+998.7%
XLE vs MCHP
+1,842.8%
-844.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -6.7% | -22.6% | +15.9% | -1.9% |
| 30D | -4.4% | -20.1% | +15.7% | -0.4% |
| 3M | +4.0% | -25.4% | +29.4% | +9.7% |
| 6M | +13.2% | -38.4% | +51.6% | +22.4% |
| YTD | +41.9% | -3.7% | +45.6% | +37.7% |
| 1Y | +41.6% | +11.7% | +29.9% | +32.6% |
| 3Y | +64.0% | -16.1% | +80.1% | +56.3% |
| 5Y | +158.1% | -16.9% | +175.0% | +139.3% |
| 10Y | +163.9% | +133.4% | +30.5% | +91.0% |
| All | +998.7% | +1,842.8% | -844.1% | +476.5% |
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 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