+159.3%
MP vs XME
+93.2%
+66.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +5.7% |
| 7D | +9.5% | +0.3% | +9.2% | +8.8% |
| 30D | -3.0% | -6.1% | +3.1% | +5.7% |
| 3M | -30.4% | -18.6% | -11.7% | -7.6% |
| 6M | -39.2% | -23.9% | -15.3% | -11.0% |
| YTD | -23.3% | -9.3% | -13.9% | -9.8% |
| 1Y | -32.6% | +1.8% | -34.4% | -32.4% |
| 3Y | +159.3% | +93.0% | +66.3% | +4.7% |
| All | +159.3% | +93.2% | +66.1% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling