+248.8%
XLF vs MCHP
+207.0%
+41.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -6.0% | +4.9% | +0.4% |
| 3M | +9.2% | -19.7% | +28.9% | +14.3% |
| 6M | +16.3% | +14.0% | +2.3% | +8.6% |
| YTD | +5.4% | +18.4% | -13.0% | -3.4% |
| 1Y | +7.6% | +17.1% | -9.5% | -1.9% |
| 3Y | +74.2% | +0.7% | +73.5% | +55.6% |
| 5Y | +66.1% | +5.1% | +61.0% | +39.4% |
| All | +248.8% | +207.0% | +41.8% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling