+1,448.4%
MAR vs XME
+175.1%
+1,273.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.1% |
| 7D | +1.8% | +5.3% | -3.6% | -0.9% |
| 30D | +14.3% | -8.2% | +22.5% | +18.4% |
| 3M | +20.0% | -18.4% | +38.4% | +30.6% |
| 6M | +21.7% | -22.8% | +44.6% | +34.1% |
| YTD | +37.7% | -7.9% | +45.6% | +37.1% |
| 1Y | +46.8% | -0.9% | +47.7% | +40.7% |
| 3Y | +121.0% | +96.0% | +25.1% | +47.1% |
| 5Y | +183.1% | +110.3% | +72.8% | +77.0% |
| 10Y | +532.4% | +272.8% | +259.6% | +183.0% |
| All | +1,448.4% | +175.1% | +1,273.4% | +462.3% |
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