+5.6%
MSCI vs XME
+108.0%
-102.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | +17.8% | -6.1% | +23.9% | +19.5% |
| 3M | +15.2% | -18.6% | +33.8% | +21.1% |
| 6M | +16.5% | -23.9% | +40.4% | +24.2% |
| YTD | +16.4% | -9.3% | +25.7% | +14.9% |
| 1Y | +16.8% | +1.8% | +15.0% | +10.2% |
| 3Y | +35.8% | +93.0% | -57.2% | -7.6% |
| All | +5.6% | +108.0% | -102.3% | -31.9% |
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