+722.4%
MCHP vs XME
+246.2%
+476.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | +2.8% | +3.6% | -0.9% | +1.0% |
| 30D | -12.8% | +3.6% | -16.5% | -14.4% |
| 3M | -19.2% | +1.2% | -20.4% | -19.4% |
| 6M | +14.5% | +9.0% | +5.5% | +10.1% |
| YTD | +17.1% | +15.9% | +1.2% | +8.6% |
| 1Y | +15.3% | +43.2% | -27.9% | -3.6% |
| 3Y | +0.5% | +137.4% | -136.9% | -32.8% |
| 5Y | +6.1% | +185.0% | -179.0% | -35.3% |
| 10Y | +192.2% | +409.5% | -217.2% | +35.4% |
| All | +722.4% | +246.2% | +476.2% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling