+1,106.2%
MPC vs CME
+320.1%
+786.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -9.4% | -0.6% | -8.9% | -9.2% |
| 30D | -14.3% | +8.5% | -22.9% | -18.0% |
| 3M | +31.1% | +16.0% | +15.1% | +20.9% |
| 6M | +60.3% | +9.3% | +50.9% | +51.2% |
| YTD | +142.5% | +15.3% | +127.2% | +121.5% |
| 1Y | +104.6% | +14.4% | +90.2% | +87.4% |
| 3Y | +191.7% | +59.9% | +131.8% | +111.3% |
| 5Y | +549.2% | +69.4% | +479.8% | +339.2% |
| 10Y | +1,106.2% | +299.5% | +806.7% | +498.4% |
| All | +1,106.2% | +320.1% | +786.1% | +498.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling