Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MPC vs XME✓SelectedUSD · XMEMPC vs XME performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs XME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
XME return
+401.9%
Excess return
+732.1%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioXMEExcessAlpha
1D+2.3%+1.1%+1.2%+1.6%
7D+3.9%+3.6%+0.2%+1.5%
30D+33.8%+3.6%+30.1%+30.0%
3M+49.9%+1.2%+48.6%+45.9%
6M+80.9%+9.0%+71.9%+63.7%
YTD+147.4%+15.9%+131.5%+112.1%
1Y+123.2%+43.2%+80.0%+61.4%
3Y+171.7%+137.4%+34.4%+31.4%
5Y+678.6%+185.0%+493.5%+204.3%
10Y+1,134.0%+409.5%+724.6%+170.3%
All+1,134.0%+401.9%+732.1%+170.3%

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