-57.4%
MUZ vs XME
-18.6%
-38.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.7% | -24.5% | -22.1% |
| 7D | -17.7% | +1.5% | -19.2% | -8.8% |
| 30D | +14.5% | -7.3% | +21.7% | +3.9% |
| 3M | -25.7% | -17.4% | -8.3% | -51.4% |
| All | -57.4% | -18.6% | -38.8% | -61.8% |
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 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 · Available span rolling