+1,166.2%
MPC vs XME
+266.4%
+899.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.7% |
| 7D | +9.4% | +5.3% | +4.1% | +5.8% |
| 30D | -13.4% | -8.2% | -5.2% | -9.4% |
| 3M | +18.9% | -18.4% | +37.3% | +32.5% |
| 6M | +64.9% | -22.8% | +87.7% | +86.3% |
| YTD | +156.8% | -7.9% | +164.7% | +150.6% |
| 1Y | +113.2% | -0.9% | +114.0% | +96.1% |
| 3Y | +201.8% | +96.0% | +105.9% | +61.1% |
| 5Y | +601.4% | +110.3% | +491.0% | +230.3% |
| All | +1,166.2% | +266.4% | +899.9% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling