+175.2%
XME vs M
+34.5%
+140.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -0.2% | +5.0% | -5.2% | -1.9% |
| 30D | -9.2% | +10.6% | -19.8% | -12.3% |
| 3M | -17.8% | +1.6% | -19.3% | -18.8% |
| 6M | -20.0% | +30.8% | -50.9% | -27.6% |
| YTD | -6.6% | +16.9% | -23.5% | -13.1% |
| 1Y | +1.8% | +26.3% | -24.5% | -7.9% |
| 3Y | +98.7% | +158.6% | -59.9% | +31.3% |
| 5Y | +123.9% | +2.1% | +121.8% | +84.7% |
| 10Y | +277.9% | -4.3% | +282.2% | +148.3% |
| All | +175.2% | +34.5% | +140.7% | -1.5% |
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