+1,049.8%
MDB vs XME
+309.2%
+740.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -17.4% | -0.1% | -17.3% | -17.6% |
| 30D | -2.0% | +6.0% | -8.0% | -5.2% |
| 3M | -3.0% | -7.7% | +4.7% | +0.3% |
| 6M | +48.7% | +1.0% | +47.7% | +44.8% |
| YTD | -12.1% | +14.6% | -26.8% | -20.4% |
| 1Y | +14.5% | +46.0% | -31.5% | -10.1% |
| 3Y | -6.1% | +127.0% | -133.2% | -42.6% |
| 5Y | -27.3% | +175.8% | -203.1% | -58.3% |
| All | +1,049.8% | +309.2% | +740.6% | +397.0% |
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