+117.2%
MPC vs EMB
+0.7%
+116.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.0% | -9.1% | -6.4% |
| 7D | -10.9% | +0.7% | -11.6% | -9.7% |
| 30D | -9.4% | +2.3% | -11.7% | -6.0% |
| 3M | +26.0% | -2.5% | +28.5% | +22.2% |
| 6M | +56.5% | -1.1% | +57.6% | +55.7% |
| YTD | +144.3% | -0.6% | +144.9% | +142.8% |
| 1Y | +117.2% | +0.6% | +116.6% | +113.8% |
| All | +117.2% | +0.7% | +116.6% | +113.8% |
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