-11.2%
MDB vs XME
+1.1%
-12.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -14.0% | -9.2% | -4.8% | -10.9% |
| 3M | -20.3% | -17.8% | -2.6% | -15.2% |
| 6M | +10.9% | -20.0% | +30.9% | +20.5% |
| YTD | -20.9% | -6.6% | -14.3% | -18.4% |
| 1Y | -11.2% | +1.8% | -13.0% | -11.6% |
| All | -11.2% | +1.1% | -12.4% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling