+16.9%
EEM vs MPC
+84.6%
-67.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.9% |
| 7D | +2.3% | +5.4% | -3.1% | +3.2% |
| 30D | +4.5% | +31.0% | -26.4% | +9.4% |
| 3M | -0.1% | +46.0% | -46.1% | +7.8% |
| 6M | +16.9% | +77.3% | -60.4% | +31.4% |
| All | +16.9% | +84.6% | -67.6% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling