+935.2%
MDB vs XME
+233.5%
+701.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.5% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | -14.0% | -9.2% | -4.8% | -9.3% |
| 3M | -20.3% | -17.8% | -2.6% | -11.9% |
| 6M | +10.9% | -20.0% | +30.9% | +23.2% |
| YTD | -20.9% | -6.6% | -14.3% | -20.1% |
| 1Y | -11.2% | +1.8% | -13.0% | -14.6% |
| 3Y | -11.9% | +98.7% | -110.6% | -42.1% |
| 5Y | -40.2% | +123.9% | -164.1% | -61.6% |
| All | +935.2% | +233.5% | +701.7% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling