-13.9%
MP vs XME
+120.6%
-134.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | -0.1% |
| 7D | +2.3% | +1.5% | +0.8% | +0.5% |
| 30D | -15.3% | -7.3% | -8.0% | -6.7% |
| 3M | -33.5% | -17.4% | -16.1% | -15.3% |
| 6M | -45.5% | -21.8% | -23.7% | -25.1% |
| YTD | -27.3% | -6.0% | -21.3% | -18.1% |
| 1Y | -40.7% | +3.8% | -44.5% | -40.7% |
| 3Y | +145.9% | +100.0% | +45.8% | +22.6% |
| 5Y | -13.9% | +116.1% | -130.0% | -60.4% |
| All | -13.9% | +120.6% | -134.5% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling