+19.8%
MDT vs XME
0.0%
+19.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | -0.1% |
| 7D | +8.0% | -10.5% | +18.5% | +7.9% |
| 30D | +20.4% | -16.5% | +36.8% | +20.5% |
| 3M | +22.9% | -19.2% | +42.1% | +22.9% |
| 6M | +37.1% | -23.8% | +60.9% | +37.6% |
| YTD | +11.9% | -12.6% | +24.5% | +9.4% |
| 1Y | +19.8% | -0.1% | +20.0% | +14.8% |
| All | +19.8% | 0.0% | +19.8% | +14.8% |
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