-15.1%
MP vs EMB
+6.0%
-21.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | -0.1% | -10.4% | -10.4% |
| 30D | -23.5% | +1.3% | -24.8% | -25.5% |
| 3M | -25.4% | -2.7% | -22.7% | -20.7% |
| 6M | -51.3% | -2.8% | -48.4% | -47.8% |
| YTD | -29.9% | -1.1% | -28.8% | -27.2% |
| 1Y | -31.8% | 0.0% | -31.8% | -30.6% |
| 3Y | +127.0% | +28.8% | +98.2% | +43.3% |
| All | -15.1% | +6.0% | -21.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling