+92.3%
MA vs XME
+110.8%
-18.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.8% | -1.2% |
| 7D | +2.3% | -4.5% | +6.8% | +3.3% |
| 30D | +14.7% | -10.9% | +25.5% | +17.4% |
| 3M | +13.5% | -15.3% | +28.8% | +17.1% |
| 6M | +33.1% | -24.6% | +57.7% | +40.3% |
| YTD | +15.1% | -9.6% | +24.7% | +13.7% |
| 1Y | +18.7% | +2.9% | +15.8% | +12.5% |
| 3Y | +72.1% | +86.9% | -14.8% | +27.7% |
| All | +92.3% | +110.8% | -18.5% | +33.2% |
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 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