+1.4%
MCHP vs XME
+167.8%
-166.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | +0.6% |
| 7D | -2.1% | -3.0% | +1.0% | 0.0% |
| 30D | -11.1% | -2.6% | -8.5% | -9.7% |
| 3M | -18.1% | +2.2% | -20.2% | -19.1% |
| 6M | +10.8% | +0.7% | +10.1% | +9.7% |
| YTD | +14.2% | +10.9% | +3.3% | +4.1% |
| 1Y | +13.5% | +35.7% | -22.2% | -11.6% |
| 3Y | -2.0% | +127.1% | -129.1% | -46.9% |
| 5Y | +1.4% | +168.5% | -167.1% | -50.1% |
| All | +1.4% | +167.8% | -166.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling