+26.9%
XLV vs MCHP
+18.9%
+8.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.0% |
| 7D | +0.2% | +1.7% | -1.5% | +0.2% |
| 30D | +4.4% | -4.1% | +8.5% | +4.4% |
| 3M | +13.2% | -22.5% | +35.8% | +13.6% |
| 6M | +10.1% | +7.3% | +2.8% | +6.7% |
| YTD | +11.7% | +18.4% | -6.7% | +7.3% |
| 1Y | +26.9% | +18.1% | +8.8% | +22.2% |
| All | +26.9% | +18.9% | +8.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling