+821.1%
PM vs XME
+79.6%
+741.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -3.5% |
| 7D | -7.3% | +0.9% | -8.2% | -7.5% |
| 30D | -4.0% | -7.3% | +3.3% | -2.8% |
| 3M | +2.7% | -14.8% | +17.5% | +5.6% |
| 6M | +14.9% | -18.4% | +33.2% | +18.2% |
| YTD | +23.5% | -4.7% | +28.2% | +22.3% |
| 1Y | +30.4% | +5.7% | +24.7% | +26.0% |
| 3Y | +143.2% | +104.0% | +39.3% | +98.9% |
| 5Y | +159.5% | +122.4% | +37.0% | +103.5% |
| 10Y | +234.7% | +285.4% | -50.7% | +119.1% |
| All | +821.1% | +79.6% | +741.5% | +440.4% |
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