+168.5%
XME vs MTB
+101.1%
+67.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -2.6% | -4.6% | +2.0% | -0.5% |
| 3M | +2.2% | +7.4% | -5.3% | -1.7% |
| 6M | +0.7% | +18.7% | -18.0% | -7.7% |
| YTD | +10.9% | +21.1% | -10.2% | +0.4% |
| 1Y | +35.7% | +24.1% | +11.6% | +21.3% |
| 3Y | +127.1% | +115.3% | +11.8% | +53.9% |
| 5Y | +168.5% | +106.0% | +62.4% | +75.2% |
| All | +168.5% | +101.1% | +67.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling