+210.8%
MGY vs XME
+343.6%
-132.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.8% |
| 7D | +1.5% | -0.2% | +1.7% | +1.7% |
| 30D | +6.8% | +1.4% | +5.4% | +5.2% |
| 3M | +2.6% | +2.7% | -0.1% | -1.6% |
| 6M | -3.1% | +6.5% | -9.6% | -12.6% |
| YTD | +29.4% | +15.2% | +14.2% | +7.9% |
| 1Y | +22.3% | +43.5% | -21.2% | -16.5% |
| 3Y | +26.6% | +135.9% | -109.3% | -44.3% |
| 5Y | +92.1% | +181.5% | -89.3% | -29.0% |
| All | +210.8% | +343.6% | -132.8% | -29.1% |
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