+498.8%
MAR vs XME
+260.6%
+238.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | +13.8% | -6.1% | +19.9% | +16.8% |
| 3M | +20.3% | -18.6% | +38.9% | +31.2% |
| 6M | +21.3% | -23.9% | +45.2% | +34.8% |
| YTD | +37.2% | -9.3% | +46.6% | +36.9% |
| 1Y | +48.4% | +1.8% | +46.7% | +38.9% |
| 3Y | +120.1% | +93.0% | +27.1% | +39.3% |
| 5Y | +182.1% | +107.0% | +75.1% | +65.0% |
| All | +498.8% | +260.6% | +238.2% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling