-35.5%
MOD vs XME
+1.1%
-36.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -0.9% |
| 7D | -17.8% | -0.2% | -17.7% | -17.3% |
| 30D | -43.2% | -9.2% | -34.1% | -37.4% |
| 3M | -46.0% | -17.8% | -28.3% | -35.2% |
| 6M | -62.2% | -20.0% | -42.2% | -53.7% |
| YTD | -22.8% | -6.6% | -16.2% | -26.5% |
| 1Y | -35.5% | +1.8% | -37.2% | -44.2% |
| All | -35.5% | +1.1% | -36.6% | -44.2% |
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