+1,135.3%
MPC vs CME
+297.2%
+838.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.3% |
| 7D | +2.6% | +2.5% | +0.1% | +1.3% |
| 30D | -12.2% | +13.9% | -26.1% | -18.1% |
| 3M | +20.1% | +22.4% | -2.3% | +7.7% |
| 6M | +60.6% | +12.9% | +47.7% | +49.0% |
| YTD | +150.6% | +19.6% | +131.0% | +124.4% |
| 1Y | +104.7% | +17.7% | +87.0% | +84.7% |
| 3Y | +194.5% | +65.3% | +129.2% | +109.4% |
| 5Y | +582.3% | +75.1% | +507.1% | +353.1% |
| 10Y | +1,135.3% | +305.8% | +829.5% | +488.2% |
| All | +1,135.3% | +297.2% | +838.0% | +488.2% |
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