+237.4%
MP vs EMB
+14.0%
+223.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.0% |
| 7D | -19.0% | -0.3% | -18.7% | -18.5% |
| 30D | -30.5% | +1.1% | -31.6% | -31.9% |
| 3M | -29.6% | -2.9% | -26.6% | -25.0% |
| 6M | -50.4% | -2.1% | -48.4% | -47.8% |
| YTD | -33.2% | -1.1% | -32.1% | -30.8% |
| 1Y | -38.6% | +0.3% | -38.9% | -37.9% |
| 3Y | +105.5% | +27.7% | +77.8% | +34.7% |
| 5Y | -7.8% | +6.0% | -13.8% | -17.8% |
| All | +237.4% | +14.0% | +223.4% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling