+942.1%
MDB vs XME
+223.6%
+718.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.8% |
| 7D | +6.8% | +0.3% | +6.5% | +6.6% |
| 30D | -6.2% | -6.1% | -0.1% | -2.8% |
| 3M | -29.2% | -18.6% | -10.6% | -21.3% |
| 6M | +10.3% | -23.9% | +34.2% | +26.0% |
| YTD | -20.4% | -9.3% | -11.0% | -18.3% |
| 1Y | -4.8% | +1.8% | -6.6% | -8.5% |
| 3Y | -11.6% | +93.0% | -104.6% | -41.0% |
| 5Y | -41.0% | +107.0% | -148.0% | -60.8% |
| All | +942.1% | +223.6% | +718.5% | +410.1% |
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