+966.8%
MOD vs XME
+294.4%
+672.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.4% | +5.3% |
| 7D | -13.9% | +0.9% | -14.9% | -14.1% |
| 30D | -41.5% | -7.3% | -34.2% | -37.1% |
| 3M | -45.7% | -14.8% | -31.0% | -37.7% |
| 6M | -61.1% | -18.4% | -42.7% | -53.5% |
| YTD | -20.5% | -4.7% | -15.8% | -17.1% |
| 1Y | -32.1% | +5.7% | -37.8% | -34.6% |
| 3Y | +146.5% | +104.0% | +42.5% | +43.9% |
| 5Y | +812.7% | +122.4% | +690.3% | +376.3% |
| 10Y | +966.8% | +285.4% | +681.5% | +244.6% |
| All | +966.8% | +294.4% | +672.5% | +244.6% |
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