+1,134.0%
MPC vs XME
+401.9%
+732.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 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