+17.1%
MCHP vs XME
+34.9%
-17.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.3% |
| 7D | 0.0% | -4.2% | +4.2% | +2.6% |
| 30D | -6.0% | -2.7% | -3.3% | -4.6% |
| 3M | -19.7% | -3.9% | -15.8% | -18.5% |
| 6M | +14.0% | -1.0% | +15.0% | +13.6% |
| YTD | +18.4% | +9.8% | +8.6% | +9.8% |
| 1Y | +17.1% | +32.5% | -15.4% | +8.3% |
| All | +17.1% | +34.9% | -17.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling