+235.4%
MDT vs XME
+170.7%
+64.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +9.2% | -6.1% | +15.3% | +10.5% |
| 3M | +14.5% | -18.6% | +33.1% | +19.5% |
| 6M | +37.3% | -23.9% | +61.2% | +44.6% |
| YTD | +9.8% | -9.3% | +19.2% | +10.0% |
| 1Y | +10.5% | +1.8% | +8.8% | +7.5% |
| 3Y | +57.4% | +93.0% | -35.6% | +27.6% |
| 5Y | +1.2% | +107.0% | -105.8% | -21.2% |
| 10Y | +63.2% | +266.9% | -203.7% | +3.8% |
| All | +235.4% | +170.7% | +64.7% | +92.7% |
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