-2.2%
MA vs XME
+42.3%
-44.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +0.8% | +1.4% | -0.6% | +0.9% |
| 3M | +14.8% | +2.7% | +12.1% | +15.2% |
| 6M | +10.0% | +6.5% | +3.5% | +9.9% |
| YTD | -0.1% | +15.2% | -15.3% | -1.5% |
| 1Y | -2.2% | +43.5% | -45.7% | -5.0% |
| All | -2.2% | +42.3% | -44.5% | -5.0% |
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 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