+282.4%
MXL vs XME
+159.7%
+122.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.2% | +8.0% |
| 7D | +19.0% | -0.2% | +19.2% | +19.2% |
| 30D | +4.5% | +1.4% | +3.1% | +3.7% |
| 3M | -1.5% | +2.7% | -4.2% | -1.7% |
| 6M | +348.6% | +6.5% | +342.1% | +332.5% |
| YTD | +310.3% | +15.2% | +295.1% | +272.9% |
| 1Y | +344.7% | +43.5% | +301.2% | +246.7% |
| 3Y | +211.2% | +135.9% | +75.3% | +77.6% |
| 5Y | +34.8% | +181.5% | -146.6% | -31.5% |
| 10Y | +286.5% | +436.9% | -150.3% | +26.6% |
| All | +282.4% | +159.7% | +122.7% | +75.8% |
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