+15,412.3%
MA vs XME
+169.9%
+15,242.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.8% | -1.7% |
| 7D | +2.3% | -4.5% | +6.8% | +4.0% |
| 30D | +14.7% | -10.9% | +25.5% | +19.4% |
| 3M | +13.5% | -15.3% | +28.8% | +19.7% |
| 6M | +33.1% | -24.6% | +57.7% | +44.8% |
| YTD | +15.1% | -9.6% | +24.7% | +14.8% |
| 1Y | +18.7% | +2.9% | +15.8% | +12.2% |
| 3Y | +72.1% | +86.9% | -14.8% | +23.5% |
| 5Y | +92.8% | +115.2% | -22.4% | +26.7% |
| 10Y | +571.6% | +305.7% | +265.9% | +217.9% |
| All | +15,412.3% | +169.9% | +15,242.4% | +6,781.0% |
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