+30.8%
XLV vs MCHP
0.0%
+30.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -0.5% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -1.8% | -6.0% | +4.2% | -1.4% |
| 3M | +7.8% | -19.7% | +27.5% | +9.3% |
| 6M | +9.1% | +14.0% | -4.9% | +5.9% |
| YTD | +7.7% | +18.4% | -10.7% | +3.8% |
| 1Y | +20.4% | +17.1% | +3.3% | +15.9% |
| 3Y | +30.8% | +0.7% | +30.1% | +21.8% |
| All | +30.8% | 0.0% | +30.7% | +21.8% |
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