+237.8%
XME vs M
+22.6%
+215.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -0.1% | +4.7% | -4.8% | -1.5% |
| 30D | +6.0% | -9.6% | +15.6% | +9.4% |
| 3M | -7.7% | +0.9% | -8.6% | -8.4% |
| 6M | +1.0% | +22.3% | -21.3% | -6.1% |
| YTD | +14.6% | +6.5% | +8.1% | +10.5% |
| 1Y | +46.0% | +38.8% | +7.2% | +28.6% |
| 3Y | +127.0% | +115.9% | +11.1% | +59.5% |
| 5Y | +175.8% | +28.6% | +147.2% | +108.0% |
| 10Y | +414.6% | -2.5% | +417.2% | +232.9% |
| All | +237.8% | +22.6% | +215.2% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling