+64.3%
XLF vs MCHP
+3.6%
+60.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | 0.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -6.0% | +4.9% | 0.0% |
| 3M | +9.2% | -19.7% | +28.9% | +12.9% |
| 6M | +16.3% | +14.0% | +2.3% | +10.5% |
| YTD | +5.4% | +18.4% | -13.0% | -1.2% |
| 1Y | +7.6% | +17.1% | -9.5% | +0.5% |
| 3Y | +74.2% | +0.7% | +73.5% | +59.4% |
| All | +64.3% | +3.6% | +60.7% | +42.3% |
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 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