+51.2%
MSFT vs XME
+136.1%
-84.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -1.4% | +3.6% | -5.0% | -2.1% |
| 30D | -1.0% | +3.6% | -4.7% | -1.9% |
| 3M | +20.2% | +1.2% | +19.0% | +19.3% |
| 6M | +21.3% | +9.0% | +12.2% | +17.9% |
| YTD | +2.8% | +15.9% | -13.1% | -2.0% |
| 1Y | 0.0% | +43.2% | -43.2% | -10.5% |
| 3Y | +51.2% | +137.4% | -86.1% | +16.3% |
| All | +51.2% | +136.1% | -84.9% | +16.3% |
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