-48.9%
XE vs MDY
+2.3%
-51.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.6% | -7.5% |
| 7D | -15.7% | -1.9% | -13.8% | -12.0% |
| 30D | -26.6% | -4.6% | -22.0% | -17.7% |
| 3M | -20.3% | -1.2% | -19.1% | -18.0% |
| All | -48.9% | +2.3% | -51.1% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling