+402.6%
XME vs MKC
+29.9%
+372.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | -2.7% | -3.1% | +0.4% | -2.2% |
| 3M | -3.9% | +5.2% | -9.1% | -5.5% |
| 6M | -1.0% | -12.8% | +11.8% | +1.7% |
| YTD | +9.8% | -23.3% | +33.1% | +16.0% |
| 1Y | +32.5% | -24.1% | +56.7% | +39.9% |
| 3Y | +124.3% | -32.1% | +156.4% | +141.2% |
| 5Y | +165.8% | -32.8% | +198.6% | +184.1% |
| All | +402.6% | +29.9% | +372.8% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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