+184.8%
MPC vs CME
+61.8%
+122.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -8.8% | +1.7% | -10.5% | -9.0% |
| 30D | -14.4% | +10.2% | -24.6% | -14.8% |
| 3M | +21.9% | +17.8% | +4.2% | +21.0% |
| 6M | +60.1% | +11.0% | +49.1% | +59.3% |
| YTD | +142.3% | +17.0% | +125.3% | +142.5% |
| 1Y | +101.7% | +15.8% | +85.9% | +101.9% |
| 3Y | +184.8% | +61.8% | +123.0% | +181.0% |
| All | +184.8% | +61.8% | +122.9% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling