+277.9%
XME vs M
-3.0%
+280.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -0.2% | +5.0% | -5.2% | -1.4% |
| 30D | -9.2% | +10.6% | -19.8% | -11.5% |
| 3M | -17.8% | +1.6% | -19.3% | -18.5% |
| 6M | -20.0% | +30.8% | -50.9% | -25.6% |
| YTD | -6.6% | +16.9% | -23.5% | -11.3% |
| 1Y | +1.8% | +26.3% | -24.5% | -5.3% |
| 3Y | +98.7% | +158.6% | -59.9% | +47.3% |
| 5Y | +123.9% | +2.1% | +121.8% | +96.2% |
| 10Y | +277.9% | -4.3% | +282.2% | +165.4% |
| All | +277.9% | -3.0% | +280.9% | +165.4% |
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