+79.1%
MTUM vs XME
+162.6%
-83.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.7% | -4.2% | +4.9% | +2.5% |
| 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% | +23.4% |
| YTD | +22.9% | +9.8% | +13.1% | +17.4% |
| 1Y | +21.8% | +32.5% | -10.8% | +7.3% |
| 3Y | +114.4% | +124.3% | -9.9% | +51.2% |
| All | +79.1% | +162.6% | -83.4% | +15.0% |
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