+114.4%
MTUM vs XME
+122.1%
-7.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.7% | -4.2% | +4.9% | +2.6% |
| 30D | -2.4% | -2.7% | +0.3% | -1.5% |
| 3M | -3.6% | -3.9% | +0.3% | -2.5% |
| 6M | +23.7% | -1.0% | +24.6% | +23.2% |
| YTD | +22.9% | +9.8% | +13.1% | +16.7% |
| 1Y | +21.8% | +32.5% | -10.8% | +5.7% |
| 3Y | +114.4% | +124.3% | -9.9% | +44.1% |
| All | +114.4% | +122.1% | -7.6% | +44.1% |
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