+954.3%
MDB vs XME
+235.6%
+718.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.5% |
| 7D | +3.0% | +1.5% | +1.5% | +2.2% |
| 30D | -11.3% | -7.3% | -4.1% | -7.5% |
| 3M | -23.0% | -17.4% | -5.6% | -15.1% |
| 6M | +14.8% | -21.8% | +36.6% | +29.2% |
| YTD | -19.4% | -6.0% | -13.5% | -18.9% |
| 1Y | -9.0% | +3.8% | -12.8% | -13.4% |
| 3Y | -10.3% | +100.0% | -110.3% | -41.2% |
| 5Y | -38.4% | +116.1% | -154.4% | -59.9% |
| All | +954.3% | +235.6% | +718.7% | +406.4% |
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 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