+584.1%
MA vs XME
+266.4%
+317.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -0.5% | +5.3% | -5.8% | -2.4% |
| 30D | +7.9% | -8.2% | +16.1% | +10.8% |
| 3M | +16.8% | -18.4% | +35.2% | +24.4% |
| 6M | +31.0% | -22.8% | +53.8% | +40.7% |
| YTD | +15.0% | -7.9% | +22.9% | +13.3% |
| 1Y | +17.0% | -0.9% | +17.9% | +11.6% |
| 3Y | +68.5% | +96.0% | -27.5% | +15.2% |
| 5Y | +85.0% | +110.3% | -25.4% | +17.8% |
| All | +584.1% | +266.4% | +317.7% | +185.0% |
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