+847.8%
MU vs XME
+110.8%
+737.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.8% | +2.3% |
| 7D | -22.0% | -4.5% | -17.5% | -18.4% |
| 30D | -36.6% | -10.9% | -25.7% | -29.6% |
| 3M | -21.7% | -15.3% | -6.5% | -10.2% |
| 6M | +3.5% | -24.6% | +28.2% | +33.2% |
| YTD | +141.9% | -9.6% | +151.6% | +171.9% |
| 1Y | +189.8% | +2.9% | +186.9% | +196.7% |
| 3Y | +855.4% | +86.9% | +768.5% | +560.9% |
| All | +847.8% | +110.8% | +737.0% | +490.5% |
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