+267.3%
MP vs EMB
+15.2%
+252.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | +2.3% | -0.4% | +2.7% | +3.3% |
| 30D | -15.3% | +1.5% | -16.8% | -17.7% |
| 3M | -33.5% | -1.6% | -31.9% | -31.1% |
| 6M | -45.5% | -1.5% | -44.0% | -43.3% |
| YTD | -27.3% | -0.1% | -27.2% | -26.1% |
| 1Y | -40.7% | +0.5% | -41.2% | -40.3% |
| 3Y | +145.9% | +30.2% | +115.6% | +55.3% |
| 5Y | -13.9% | +8.6% | -22.5% | -26.3% |
| All | +267.3% | +15.2% | +252.1% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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