+445.3%
MP vs EMB
+17.1%
+428.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | 0.0% | -2.8% | -2.8% |
| 30D | +13.8% | -0.3% | +14.1% | +14.5% |
| 3M | -16.7% | -0.4% | -16.3% | -15.6% |
| 6M | -11.5% | +0.1% | -11.6% | -10.8% |
| YTD | +7.9% | +1.6% | +6.3% | +5.7% |
| 1Y | -15.0% | +5.6% | -20.7% | -22.6% |
| 3Y | +153.5% | +29.8% | +123.7% | +60.0% |
| 5Y | +58.7% | +7.3% | +51.4% | +36.0% |
| All | +445.3% | +17.1% | +428.2% | +273.0% |
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 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