+342.6%
MOD vs XME
+161.1%
+181.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.6% | -1.7% | -3.0% |
| 7D | -34.2% | -10.5% | -23.6% | -28.0% |
| 30D | -51.9% | -16.5% | -35.4% | -44.4% |
| 3M | -53.0% | -19.2% | -33.9% | -44.6% |
| 6M | -66.4% | -23.8% | -42.5% | -58.1% |
| YTD | -31.5% | -12.6% | -19.0% | -23.8% |
| 1Y | -39.6% | -0.1% | -39.4% | -38.8% |
| 3Y | +116.8% | +79.3% | +37.6% | +44.9% |
| 5Y | +713.8% | +108.2% | +605.6% | +369.0% |
| 10Y | +882.7% | +292.6% | +590.1% | +240.2% |
| All | +342.6% | +161.1% | +181.5% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling