+285.4%
XME vs M
+3.7%
+281.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +3.6% |
| 7D | +0.9% | +2.5% | -1.6% | +0.2% |
| 30D | -7.3% | +10.1% | -17.4% | -9.6% |
| 3M | -14.8% | -0.9% | -13.8% | -15.0% |
| 6M | -18.4% | +30.2% | -48.5% | -23.9% |
| YTD | -4.7% | +16.3% | -21.0% | -9.4% |
| 1Y | +5.7% | +27.0% | -21.3% | -1.7% |
| 3Y | +104.0% | +154.5% | -50.5% | +51.8% |
| 5Y | +122.4% | -1.1% | +123.5% | +96.5% |
| 10Y | +285.4% | +0.5% | +284.9% | +168.1% |
| All | +285.4% | +3.7% | +281.6% | +168.1% |
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