+436.9%
XME vs M
-7.1%
+444.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.3% |
| 7D | -0.2% | -4.1% | +3.8% | +0.7% |
| 30D | +1.4% | -13.6% | +15.0% | +4.9% |
| 3M | +2.7% | -2.3% | +5.0% | +2.9% |
| 6M | +6.5% | +21.9% | -15.4% | +1.1% |
| YTD | +15.2% | -0.6% | +15.8% | +14.0% |
| 1Y | +43.5% | +29.7% | +13.8% | +32.9% |
| 3Y | +135.9% | +107.3% | +28.6% | +84.4% |
| 5Y | +181.5% | +20.5% | +161.0% | +135.8% |
| 10Y | +436.9% | -6.1% | +442.9% | +272.6% |
| All | +436.9% | -7.1% | +444.0% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling