+40.4%
MXL vs XME
+162.6%
-122.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +8.4% |
| 7D | +18.9% | -4.2% | +23.1% | +23.4% |
| 30D | +0.3% | -2.7% | +3.0% | +3.1% |
| 3M | -8.0% | -3.9% | -4.1% | -3.6% |
| 6M | +341.2% | -1.0% | +342.2% | +344.6% |
| YTD | +327.8% | +9.8% | +318.0% | +288.9% |
| 1Y | +364.9% | +32.5% | +332.4% | +254.3% |
| 3Y | +229.2% | +124.3% | +104.9% | +60.5% |
| All | +40.4% | +162.6% | -122.2% | -37.0% |
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