+67.0%
MAR vs XME
+132.9%
-65.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -4.7% | +1.4% | -6.1% | -5.2% |
| 3M | -15.6% | +2.7% | -18.3% | -16.5% |
| 6M | +1.2% | +6.5% | -5.3% | -1.8% |
| YTD | +7.5% | +15.2% | -7.7% | 0.0% |
| 1Y | +26.6% | +43.5% | -16.9% | +5.8% |
| All | +67.0% | +132.9% | -65.9% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling