+1,127.0%
MAR vs XME
+242.3%
+884.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -4.2% | -0.1% | -4.0% | -4.1% |
| 30D | -6.7% | +6.0% | -12.7% | -9.6% |
| 3M | -12.5% | -7.7% | -4.8% | -10.3% |
| 6M | +0.6% | +1.0% | -0.4% | -2.0% |
| YTD | +9.1% | +14.6% | -5.5% | -1.1% |
| 1Y | +26.2% | +46.0% | -19.7% | +0.3% |
| 3Y | +68.2% | +127.0% | -58.9% | +5.3% |
| 5Y | +163.9% | +175.8% | -11.9% | +45.7% |
| 10Y | +420.6% | +414.6% | +5.9% | +100.9% |
| All | +1,127.0% | +242.3% | +884.7% | +305.4% |
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