-35.2%
MOD vs XME
+2.5%
-37.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.4% | +2.5% |
| 7D | -25.5% | -4.5% | -21.1% | -22.0% |
| 30D | -49.0% | -10.9% | -38.1% | -42.7% |
| 3M | -49.8% | -15.3% | -34.6% | -41.5% |
| 6M | -64.8% | -24.6% | -40.1% | -54.5% |
| YTD | -27.6% | -9.6% | -18.0% | -29.3% |
| 1Y | -35.2% | +2.9% | -38.1% | -45.6% |
| All | -35.2% | +2.5% | -37.7% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling