+1,098.3%
MPC vs XME
+270.2%
+828.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.2% |
| 7D | -8.8% | -0.2% | -8.7% | -8.8% |
| 30D | -14.4% | -9.2% | -5.2% | -9.8% |
| 3M | +21.9% | -17.8% | +39.7% | +35.3% |
| 6M | +60.1% | -20.0% | +80.2% | +76.8% |
| YTD | +142.3% | -6.6% | +148.9% | +134.5% |
| 1Y | +101.7% | +1.8% | +99.9% | +82.3% |
| 3Y | +184.8% | +98.7% | +86.0% | +50.9% |
| 5Y | +564.6% | +123.9% | +440.7% | +198.3% |
| 10Y | +1,098.3% | +277.9% | +820.5% | +201.2% |
| All | +1,098.3% | +270.2% | +828.1% | +201.2% |
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