+820.4%
MOD vs XME
+120.6%
+699.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +2.9% |
| 7D | +8.2% | +1.5% | +6.7% | +7.2% |
| 30D | -38.2% | -7.3% | -30.9% | -33.3% |
| 3M | -46.2% | -17.4% | -28.8% | -36.3% |
| 6M | -62.5% | -21.8% | -40.7% | -53.3% |
| YTD | -20.1% | -6.0% | -14.1% | -15.9% |
| 1Y | -29.7% | +3.8% | -33.5% | -31.6% |
| 3Y | +136.2% | +100.0% | +36.2% | +38.6% |
| 5Y | +820.4% | +116.1% | +704.3% | +397.8% |
| All | +820.4% | +120.6% | +699.7% | +397.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling