+58.1%
MP vs XME
+176.2%
-118.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | -2.9% | -0.1% | -2.7% | -2.8% |
| 30D | +13.8% | +6.0% | +7.8% | +6.1% |
| 3M | -16.7% | -7.7% | -9.0% | -7.2% |
| 6M | -11.5% | +1.0% | -12.4% | -10.5% |
| YTD | +7.9% | +14.6% | -6.7% | -5.5% |
| 1Y | -15.0% | +46.0% | -61.0% | -43.5% |
| 3Y | +153.5% | +127.0% | +26.5% | +4.9% |
| All | +58.1% | +176.2% | -118.1% | -48.5% |
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