-34.6%
MP vs XME
+5.2%
-39.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -3.7% |
| 7D | -12.5% | -5.5% | -7.1% | -5.4% |
| 30D | -23.3% | -11.1% | -12.2% | -9.6% |
| 3M | -24.4% | -11.1% | -13.2% | -11.0% |
| 6M | -45.8% | -18.0% | -27.8% | -28.6% |
| YTD | -28.9% | -7.4% | -21.5% | -20.9% |
| 1Y | -34.6% | +6.7% | -41.3% | -41.3% |
| All | -34.6% | +5.2% | -39.8% | -41.3% |
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