+534.5%
MPC vs CME
+69.3%
+465.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -16.2% | +0.9% | -17.1% | -16.3% |
| 30D | -15.7% | +13.2% | -28.9% | -17.4% |
| 3M | +24.9% | +16.3% | +8.6% | +21.7% |
| 6M | +52.7% | +7.1% | +45.5% | +50.8% |
| YTD | +131.9% | +15.8% | +116.0% | +126.2% |
| 1Y | +96.6% | +17.1% | +79.6% | +91.5% |
| 3Y | +163.8% | +63.2% | +100.6% | +134.6% |
| All | +534.5% | +69.3% | +465.1% | +422.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling