+1,053.2%
MPC vs XME
+273.8%
+779.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -3.3% |
| 7D | -16.2% | -4.5% | -11.7% | -13.8% |
| 30D | -15.7% | -10.9% | -4.9% | -10.2% |
| 3M | +24.9% | -15.3% | +40.2% | +35.8% |
| 6M | +52.7% | -24.6% | +77.3% | +75.0% |
| YTD | +131.9% | -9.6% | +141.5% | +129.1% |
| 1Y | +96.6% | +2.9% | +93.7% | +75.8% |
| 3Y | +163.8% | +86.9% | +76.9% | +45.8% |
| 5Y | +533.1% | +115.2% | +418.0% | +191.4% |
| All | +1,053.2% | +273.8% | +779.4% | +197.2% |
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