+505.6%
MA vs XME
+401.9%
+103.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | -1.8% | +3.6% | -5.4% | -3.0% |
| 30D | +1.4% | +3.6% | -2.2% | -0.1% |
| 3M | +17.7% | +1.2% | +16.5% | +16.2% |
| 6M | +9.7% | +9.0% | +0.6% | +3.9% |
| YTD | +0.5% | +15.9% | -15.4% | -8.1% |
| 1Y | -2.1% | +43.2% | -45.3% | -18.6% |
| 3Y | +40.1% | +137.4% | -97.3% | -8.9% |
| 5Y | +67.5% | +185.0% | -117.5% | -3.6% |
| 10Y | +505.6% | +409.5% | +96.1% | +137.7% |
| All | +505.6% | +401.9% | +103.7% | +137.7% |
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