+1,455.3%
XLK vs MCHP
+2,205.1%
-749.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.4% |
| 30D | -0.5% | -11.1% | +10.7% | +4.3% |
| 3M | +5.0% | -18.1% | +23.1% | +12.7% |
| 6M | +32.9% | +10.8% | +22.1% | +25.0% |
| YTD | +29.0% | +14.2% | +14.7% | +18.8% |
| 1Y | +37.8% | +13.5% | +24.4% | +26.1% |
| 3Y | +118.7% | -2.0% | +120.7% | +98.6% |
| 5Y | +145.6% | +1.4% | +144.2% | +114.8% |
| 10Y | +791.5% | +195.5% | +596.0% | +370.5% |
| All | +1,455.3% | +2,205.1% | -749.8% | +213.7% |
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