+402.6%
XME vs MKTX
+5.0%
+397.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -2.7% | +0.7% | -3.4% | -2.8% |
| 3M | -3.9% | +40.8% | -44.7% | -9.7% |
| 6M | -1.0% | -8.0% | +7.0% | -0.2% |
| YTD | +9.8% | -8.7% | +18.5% | +10.6% |
| 1Y | +32.5% | -11.8% | +44.4% | +34.1% |
| 3Y | +124.3% | -24.0% | +148.4% | +127.9% |
| 5Y | +165.8% | -60.3% | +226.1% | +198.1% |
| All | +402.6% | +5.0% | +397.6% | +337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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