+104.7%
MPC vs XME
+2.7%
+101.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | +3.4% |
| 7D | +2.6% | +1.5% | +1.1% | +2.5% |
| 30D | -12.2% | -7.3% | -4.9% | -12.1% |
| 3M | +20.1% | -17.4% | +37.5% | +20.7% |
| 6M | +60.6% | -21.8% | +82.4% | +63.3% |
| YTD | +150.6% | -6.0% | +156.6% | +146.9% |
| 1Y | +104.7% | +3.8% | +100.9% | +97.7% |
| All | +104.7% | +2.7% | +101.9% | +97.7% |
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