+148.7%
XLK vs MCHP
+3.6%
+145.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | +2.6% | -19.7% | +22.2% | +10.9% |
| 6M | +34.0% | +14.0% | +19.9% | +24.6% |
| YTD | +30.7% | +18.4% | +12.2% | +18.5% |
| 1Y | +39.2% | +17.1% | +22.1% | +25.6% |
| 3Y | +120.4% | +0.7% | +119.7% | +97.9% |
| All | +148.7% | +3.6% | +145.1% | +110.9% |
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