+2,874.3%
XOM vs MCHP
+40,681.5%
-37,807.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +3.4% | -9.8% | +13.2% | +4.7% |
| 3M | +11.0% | -19.7% | +30.7% | +13.1% |
| 6M | +10.6% | +13.6% | -2.9% | +7.3% |
| YTD | +39.2% | +16.5% | +22.7% | +34.2% |
| 1Y | +52.7% | +15.7% | +37.0% | +46.8% |
| 3Y | +56.8% | 0.0% | +56.8% | +49.4% |
| 5Y | +261.8% | +4.4% | +257.4% | +236.9% |
| 10Y | +191.3% | +201.4% | -10.1% | +135.3% |
| All | +2,874.3% | +40,681.5% | -37,807.2% | +1,812.2% |
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 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