-40.9%
XE vs MDY
+2.4%
-43.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.8% | -7.5% |
| 7D | -4.6% | -0.8% | -3.9% | -3.0% |
| 30D | -16.4% | -3.9% | -12.5% | -8.0% |
| 3M | -15.5% | 0.0% | -15.5% | -15.7% |
| All | -40.9% | +2.4% | -43.3% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling