+839.8%
MOD vs XME
+277.3%
+562.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.0% |
| 7D | +8.2% | +1.5% | +6.7% | +7.3% |
| 30D | -38.2% | -7.3% | -30.9% | -33.5% |
| 3M | -46.2% | -17.4% | -28.8% | -36.6% |
| 6M | -62.5% | -21.8% | -40.7% | -53.6% |
| YTD | -20.1% | -6.0% | -14.1% | -15.7% |
| 1Y | -29.7% | +3.8% | -33.5% | -31.2% |
| 3Y | +136.2% | +100.0% | +36.2% | +40.1% |
| 5Y | +820.4% | +116.1% | +704.3% | +392.4% |
| 10Y | +839.8% | +280.6% | +559.2% | +212.9% |
| All | +839.8% | +277.3% | +562.5% | +212.9% |
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