+604.3%
MTUM vs XME
+295.0%
+309.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.7% | -4.2% | +4.9% | +2.1% |
| 30D | -2.4% | -2.7% | +0.3% | -1.7% |
| 3M | -3.6% | -3.9% | +0.3% | -2.6% |
| 6M | +23.7% | -1.0% | +24.6% | +23.7% |
| YTD | +22.9% | +9.8% | +13.1% | +18.5% |
| 1Y | +21.8% | +32.5% | -10.8% | +10.1% |
| 3Y | +114.4% | +124.3% | -9.9% | +62.6% |
| 5Y | +79.6% | +165.8% | -86.2% | +27.0% |
| 10Y | +356.2% | +411.8% | -55.6% | +152.5% |
| All | +604.3% | +295.0% | +309.3% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling