+84.3%
MKSI vs XME
+162.6%
-78.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | +2.7% | -4.2% | +6.9% | +6.4% |
| 30D | -12.8% | -2.7% | -10.1% | -11.1% |
| 3M | -22.5% | -3.9% | -18.6% | -19.8% |
| 6M | +19.4% | -1.0% | +20.4% | +20.1% |
| YTD | +67.7% | +9.8% | +57.9% | +52.9% |
| 1Y | +131.4% | +32.5% | +98.9% | +78.9% |
| 3Y | +197.3% | +124.3% | +73.0% | +54.6% |
| All | +84.3% | +162.6% | -78.3% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling