+2,968.0%
MPC vs CME
+938.4%
+2,029.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -16.2% | +0.9% | -17.1% | -16.7% |
| 30D | -15.7% | +13.2% | -28.9% | -21.4% |
| 3M | +24.9% | +16.3% | +8.6% | +14.6% |
| 6M | +52.7% | +7.1% | +45.5% | +45.1% |
| YTD | +131.9% | +15.8% | +116.0% | +110.1% |
| 1Y | +96.6% | +17.1% | +79.6% | +76.8% |
| 3Y | +163.8% | +63.2% | +100.6% | +87.5% |
| 5Y | +533.1% | +70.2% | +462.9% | +325.3% |
| 10Y | +1,118.6% | +337.0% | +781.6% | +356.6% |
| All | +2,968.0% | +938.4% | +2,029.6% | +529.2% |
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 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