+642.2%
MPC vs CME
+78.2%
+564.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | -1.6% | +7.0% | +5.7% |
| 30D | +31.0% | +6.2% | +24.7% | +29.6% |
| 3M | +46.0% | +10.4% | +35.6% | +43.4% |
| 6M | +77.3% | -9.5% | +86.8% | +80.6% |
| YTD | +141.9% | +6.0% | +135.9% | +139.4% |
| 1Y | +120.9% | +9.3% | +111.6% | +117.5% |
| 3Y | +182.7% | +57.7% | +125.0% | +149.6% |
| All | +642.2% | +78.2% | +564.1% | +482.5% |
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