+367.9%
MOD vs XME
+169.9%
+198.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.4% | +3.2% |
| 7D | -25.5% | -4.5% | -21.1% | -22.6% |
| 30D | -49.0% | -10.9% | -38.1% | -43.8% |
| 3M | -49.8% | -15.3% | -34.6% | -42.8% |
| 6M | -64.8% | -24.6% | -40.1% | -55.7% |
| YTD | -27.6% | -9.6% | -18.0% | -21.4% |
| 1Y | -35.2% | +2.9% | -38.1% | -35.9% |
| 3Y | +137.1% | +86.9% | +50.2% | +53.6% |
| 5Y | +760.3% | +115.2% | +645.1% | +383.8% |
| 10Y | +938.8% | +305.7% | +633.1% | +250.9% |
| All | +367.9% | +169.9% | +198.0% | +70.6% |
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 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