+357.0%
MMM vs XME
+242.3%
+114.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | +6.0% | -13.0% | -8.9% |
| 3M | +10.8% | -7.7% | +18.6% | +12.9% |
| 6M | +5.8% | +1.0% | +4.8% | +4.3% |
| YTD | +6.8% | +14.6% | -7.9% | +0.5% |
| 1Y | +10.4% | +46.0% | -35.6% | -4.6% |
| 3Y | +104.7% | +127.0% | -22.3% | +51.7% |
| 5Y | +23.6% | +175.8% | -152.3% | -16.1% |
| 10Y | +54.1% | +414.6% | -360.5% | -19.0% |
| All | +357.0% | +242.3% | +114.6% | +128.4% |
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