+120.4%
XLK vs MCHP
0.0%
+120.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -0.6% | -6.0% | +5.4% | +1.4% |
| 3M | +2.6% | -19.7% | +22.2% | +9.6% |
| 6M | +34.0% | +14.0% | +19.9% | +26.8% |
| YTD | +30.7% | +18.4% | +12.2% | +21.2% |
| 1Y | +39.2% | +17.1% | +22.1% | +28.7% |
| 3Y | +120.4% | +0.7% | +119.7% | +105.0% |
| All | +120.4% | 0.0% | +120.4% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling