-10.4%
MDB vs XME
+101.1%
-111.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.8% | +1.7% |
| 7D | -0.9% | +0.9% | -1.9% | -1.4% |
| 30D | -15.2% | -7.3% | -7.9% | -11.5% |
| 3M | -17.9% | -14.8% | -3.1% | -11.1% |
| 6M | +9.3% | -18.4% | +27.7% | +20.8% |
| YTD | -22.0% | -4.7% | -17.3% | -22.8% |
| 1Y | -9.3% | +5.7% | -15.0% | -16.4% |
| 3Y | -10.4% | +104.0% | -114.3% | -54.2% |
| All | -10.4% | +101.1% | -111.4% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling