-37.3%
MP vs EMB
-0.3%
-37.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +4.8% |
| 7D | +11.0% | -0.7% | +11.7% | +13.8% |
| 30D | -11.7% | +0.5% | -12.3% | -13.3% |
| 3M | -30.8% | -2.5% | -28.3% | -23.6% |
| 6M | -42.9% | -2.0% | -40.9% | -37.7% |
| YTD | -25.9% | -0.9% | -25.0% | -22.8% |
| 1Y | -37.3% | -0.3% | -37.0% | -37.0% |
| All | -37.3% | -0.3% | -37.0% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling