+412.9%
XLF vs MCHP
+2,251.2%
-1,838.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | -1.3% | -9.8% | +8.5% | +1.3% |
| 3M | +9.1% | -19.7% | +28.9% | +14.0% |
| 6M | +14.4% | +13.6% | +0.8% | +7.6% |
| YTD | +5.1% | +16.5% | -11.4% | -2.4% |
| 1Y | +8.6% | +15.7% | -7.1% | +0.3% |
| 3Y | +74.4% | 0.0% | +74.5% | +58.1% |
| 5Y | +64.4% | +4.4% | +59.9% | +42.6% |
| 10Y | +251.6% | +201.4% | +50.2% | +114.4% |
| All | +412.9% | +2,251.2% | -1,838.2% | +102.7% |
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