+199.8%
MPC vs XME
+93.2%
+106.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +11.2% | +0.3% | +10.9% | +11.1% |
| 30D | -14.5% | -6.1% | -8.4% | -13.2% |
| 3M | +16.7% | -18.6% | +35.3% | +22.9% |
| 6M | +67.6% | -23.9% | +91.5% | +79.6% |
| YTD | +157.9% | -9.3% | +167.3% | +152.7% |
| 1Y | +116.7% | +1.8% | +114.9% | +100.0% |
| 3Y | +199.8% | +93.0% | +106.8% | +80.6% |
| All | +199.8% | +93.2% | +106.6% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling