+91.0%
EEM vs MPC
+177.6%
-86.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.3% | +5.4% | -3.1% | +1.8% |
| 30D | +4.5% | +31.0% | -26.4% | +1.9% |
| 3M | -0.1% | +46.0% | -46.1% | -3.6% |
| 6M | +16.9% | +77.3% | -60.4% | +9.5% |
| YTD | +26.2% | +141.9% | -115.7% | +12.2% |
| 1Y | +40.5% | +120.9% | -80.4% | +26.7% |
| All | +91.0% | +177.6% | -86.6% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling