+642.2%
MPC vs XME
+176.2%
+466.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +31.0% | +6.0% | +25.0% | +27.2% |
| 3M | +46.0% | -7.7% | +53.8% | +49.8% |
| 6M | +77.3% | +1.0% | +76.4% | +72.1% |
| YTD | +141.9% | +14.6% | +127.3% | +118.6% |
| 1Y | +120.9% | +46.0% | +75.0% | +72.7% |
| 3Y | +182.7% | +127.0% | +55.7% | +68.9% |
| All | +642.2% | +176.2% | +466.0% | +279.3% |
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 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