+125.6%
EEM vs MPC
+1,138.6%
-1,013.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | +3.1% | +3.9% | -0.8% | +2.2% |
| 30D | +4.9% | +33.8% | -28.9% | -2.0% |
| 3M | +5.2% | +49.9% | -44.6% | -4.4% |
| 6M | +20.7% | +80.9% | -60.2% | +4.2% |
| YTD | +26.5% | +147.4% | -121.0% | +0.8% |
| 1Y | +37.8% | +123.2% | -85.4% | +12.4% |
| 3Y | +91.0% | +171.7% | -80.8% | +44.7% |
| 5Y | +47.0% | +678.6% | -631.5% | -17.7% |
| 10Y | +125.6% | +1,134.0% | -1,008.5% | -0.8% |
| All | +125.6% | +1,138.6% | -1,013.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling