+199.5%
MCHP vs XME
+421.4%
-221.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.3% |
| 7D | 0.0% | -4.2% | +4.2% | +2.9% |
| 30D | -6.0% | -2.7% | -3.3% | -4.5% |
| 3M | -19.7% | -3.9% | -15.8% | -17.3% |
| 6M | +14.0% | -1.0% | +15.0% | +14.4% |
| YTD | +18.4% | +9.8% | +8.6% | +9.3% |
| 1Y | +17.1% | +32.5% | -15.4% | -5.9% |
| 3Y | +0.7% | +124.3% | -123.6% | -43.2% |
| 5Y | +5.1% | +165.8% | -160.7% | -48.8% |
| All | +199.5% | +421.4% | -221.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling