+206.1%
MXL vs XME
+124.3%
+81.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | +0.7% |
| 7D | +16.6% | -3.0% | +19.7% | +20.3% |
| 30D | +0.5% | -2.6% | +3.1% | +3.4% |
| 3M | -3.6% | +2.2% | -5.8% | -4.2% |
| 6M | +328.0% | +0.7% | +327.3% | +321.4% |
| YTD | +297.8% | +10.9% | +286.9% | +247.3% |
| 1Y | +339.4% | +35.7% | +303.7% | +202.0% |
| All | +206.1% | +124.3% | +81.9% | +17.5% |
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 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