+1,064.5%
MOD vs XME
+260.6%
+803.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.6% | +29.4% | +29.2% |
| 7D | +40.4% | +0.3% | +40.1% | +39.9% |
| 30D | -14.0% | -6.1% | -7.9% | -8.8% |
| 3M | -33.3% | -18.6% | -14.7% | -20.7% |
| 6M | -51.4% | -23.9% | -27.5% | -38.6% |
| YTD | +1.6% | -9.3% | +11.0% | +10.2% |
| 1Y | +5.4% | +1.8% | +3.6% | +4.2% |
| 3Y | +191.0% | +93.0% | +98.0% | +77.2% |
| 5Y | +1,093.1% | +107.0% | +986.2% | +559.1% |
| All | +1,064.5% | +260.6% | +803.9% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling