+412.0%
MMM vs XME
+180.8%
+231.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | -2.6% | +1.5% | -4.1% | -3.2% |
| 30D | +17.4% | -7.3% | +24.7% | +19.9% |
| 3M | +3.6% | -17.4% | +21.0% | +9.4% |
| 6M | +33.0% | -21.8% | +54.9% | +41.9% |
| YTD | +19.6% | -6.0% | +25.6% | +19.5% |
| 1Y | +14.0% | +3.8% | +10.3% | +10.1% |
| 3Y | +164.3% | +100.0% | +64.3% | +103.1% |
| 5Y | +49.3% | +116.1% | -66.7% | +9.4% |
| 10Y | +78.4% | +280.6% | -202.2% | +2.9% |
| All | +412.0% | +180.8% | +231.3% | +171.4% |
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