+79.9%
EEM vs MPC
+2,849.2%
-2,769.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -2.8% | -16.2% | +13.4% | +1.3% |
| 30D | -11.9% | -15.7% | +3.8% | -8.6% |
| 3M | -8.8% | +24.9% | -33.7% | -14.4% |
| 6M | -11.6% | +52.7% | -64.3% | -21.5% |
| YTD | +9.0% | +131.9% | -122.8% | -14.0% |
| 1Y | +10.6% | +96.6% | -86.1% | -9.1% |
| 3Y | +64.4% | +163.8% | -99.4% | +21.9% |
| 5Y | +31.0% | +533.1% | -502.1% | -25.8% |
| 10Y | +105.6% | +1,118.6% | -1,013.1% | -14.6% |
| All | +79.9% | +2,849.2% | -2,769.3% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling