+57.4%
MAR vs XME
+5.2%
+52.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.1% |
| 7D | +7.7% | -5.5% | +13.2% | +8.4% |
| 30D | +19.4% | -11.1% | +30.5% | +20.9% |
| 3M | +23.3% | -11.1% | +34.5% | +24.5% |
| 6M | +22.8% | -18.0% | +40.8% | +24.9% |
| YTD | +37.8% | -7.4% | +45.1% | +32.5% |
| 1Y | +57.4% | +6.7% | +50.7% | +44.1% |
| All | +57.4% | +5.2% | +52.2% | +44.1% |
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