+534.5%
MPC vs XME
+110.8%
+423.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -2.5% |
| 7D | -16.2% | -4.5% | -11.7% | -14.7% |
| 30D | -15.7% | -10.9% | -4.9% | -12.1% |
| 3M | +24.9% | -15.3% | +40.2% | +32.0% |
| 6M | +52.7% | -24.6% | +77.3% | +67.9% |
| YTD | +131.9% | -9.6% | +141.5% | +129.4% |
| 1Y | +96.6% | +2.9% | +93.7% | +80.7% |
| 3Y | +163.8% | +86.9% | +76.9% | +68.9% |
| All | +534.5% | +110.8% | +423.7% | +264.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling