+101.9%
MPC vs XME
+3.2%
+98.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +4.4% |
| 7D | -9.4% | +0.9% | -10.4% | -9.5% |
| 30D | -14.3% | -7.3% | -7.0% | -14.2% |
| 3M | +31.1% | -14.8% | +45.9% | +31.6% |
| 6M | +60.3% | -18.4% | +78.6% | +62.2% |
| YTD | +142.5% | -4.7% | +147.2% | +140.0% |
| All | +101.9% | +3.2% | +98.6% | +97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling