+3,005.7%
MPC vs CME
+943.0%
+2,062.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.7% |
| 7D | -12.8% | +3.7% | -16.4% | -14.5% |
| 30D | -12.7% | +13.7% | -26.4% | -18.8% |
| 3M | +27.1% | +16.6% | +10.5% | +16.4% |
| 6M | +45.8% | +8.2% | +37.6% | +37.8% |
| YTD | +134.7% | +16.3% | +118.4% | +112.2% |
| 1Y | +106.0% | +19.1% | +87.0% | +83.5% |
| 3Y | +165.5% | +67.4% | +98.1% | +85.7% |
| 5Y | +540.9% | +71.0% | +469.9% | +329.4% |
| 10Y | +1,133.6% | +338.9% | +794.7% | +361.0% |
| All | +3,005.7% | +943.0% | +2,062.7% | +535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling