+117.2%
MPC vs CME
+19.8%
+97.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.4% | -9.5% | -8.4% |
| 7D | -10.9% | +4.8% | -15.7% | -12.0% |
| 30D | -9.4% | +14.2% | -23.6% | -11.8% |
| 3M | +26.0% | +17.9% | +8.0% | +21.7% |
| 6M | +56.5% | +7.2% | +49.3% | +57.1% |
| YTD | +144.3% | +16.7% | +127.5% | +133.9% |
| 1Y | +117.2% | +19.6% | +97.7% | +107.4% |
| All | +117.2% | +19.8% | +97.5% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling