-65.6%
XE vs MDY
+2.8%
-68.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.6% | -9.1% | -9.9% |
| 7D | -12.9% | +1.7% | -14.6% | -16.4% |
| 30D | -30.3% | +1.2% | -31.5% | -31.9% |
| 3M | -45.9% | -3.5% | -42.4% | -40.7% |
| 6M | -66.2% | +3.5% | -69.8% | -69.2% |
| All | -65.6% | +2.8% | -68.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling