+1,017.5%
MDB vs XME
+311.2%
+706.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -14.0% | +1.4% | -15.4% | -15.0% |
| 3M | +5.3% | +2.7% | +2.6% | +2.8% |
| 6M | +31.9% | +6.5% | +25.4% | +25.1% |
| YTD | -14.6% | +15.2% | -29.8% | -22.8% |
| 1Y | +8.2% | +43.5% | -35.3% | -14.2% |
| 3Y | -5.0% | +135.9% | -140.9% | -43.1% |
| 5Y | -24.5% | +181.5% | -206.0% | -57.0% |
| All | +1,017.5% | +311.2% | +706.3% | +381.7% |
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