+9.1%
XLV vs MCHP
+14.4%
-5.3%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | 0.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.5% |
| 30D | -1.8% | -6.0% | +4.2% | -2.1% |
| 3M | +7.8% | -19.7% | +27.5% | +6.8% |
| 6M | +9.1% | +14.0% | -4.9% | -0.5% |
| All | +9.1% | +14.4% | -5.3% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling