+849.3%
MOD vs XME
+242.3%
+607.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.1% |
| 7D | +9.6% | -0.1% | +9.7% | +9.5% |
| 30D | 0.0% | +6.0% | -6.0% | -4.6% |
| 3M | -35.4% | -7.7% | -27.6% | -31.2% |
| 6M | -7.3% | +1.0% | -8.2% | -6.8% |
| YTD | +45.8% | +14.6% | +31.2% | +31.1% |
| 1Y | +43.1% | +46.0% | -2.8% | +7.2% |
| 3Y | +297.7% | +127.0% | +170.7% | +120.7% |
| 5Y | +1,478.8% | +175.8% | +1,302.9% | +628.5% |
| 10Y | +1,633.4% | +414.6% | +1,218.8% | +382.2% |
| All | +849.3% | +242.3% | +607.0% | +186.7% |
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