+15,486.2%
MA vs XME
+184.7%
+15,301.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.6% |
| 7D | -0.3% | +0.9% | -1.3% | -0.8% |
| 30D | +11.3% | -7.3% | +18.6% | +14.1% |
| 3M | +16.7% | -14.8% | +31.4% | +22.8% |
| 6M | +32.8% | -18.4% | +51.2% | +40.1% |
| YTD | +15.6% | -4.7% | +20.3% | +13.0% |
| 1Y | +19.6% | +5.7% | +13.9% | +11.9% |
| 3Y | +72.1% | +104.0% | -31.9% | +19.4% |
| 5Y | +96.0% | +122.4% | -26.4% | +27.2% |
| 10Y | +554.8% | +285.4% | +269.4% | +216.8% |
| All | +15,486.2% | +184.7% | +15,301.5% | +6,672.0% |
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 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