+47.6%
MSFT vs XME
+99.4%
-51.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -0.4% | -9.2% | +8.8% | +1.5% |
| 3M | +5.6% | -17.8% | +23.3% | +9.4% |
| 6M | +29.0% | -20.0% | +49.0% | +33.7% |
| YTD | +10.9% | -6.6% | +17.5% | +10.3% |
| 1Y | +6.2% | +1.8% | +4.5% | +3.2% |
| 3Y | +47.6% | +98.7% | -51.1% | +21.4% |
| All | +47.6% | +99.4% | -51.8% | +21.4% |
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 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