+1,135.3%
MPC vs EMB
+36.3%
+1,099.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +2.6% | -0.4% | +3.0% | +3.2% |
| 30D | -12.2% | +1.5% | -13.7% | -14.3% |
| 3M | +20.1% | -1.6% | +21.6% | +22.5% |
| 6M | +60.6% | -1.5% | +62.1% | +63.0% |
| YTD | +150.6% | -0.1% | +150.6% | +147.1% |
| 1Y | +104.7% | +0.5% | +104.1% | +99.8% |
| 3Y | +194.5% | +30.2% | +164.3% | +89.5% |
| 5Y | +582.3% | +8.6% | +573.7% | +530.3% |
| 10Y | +1,135.3% | +36.9% | +1,098.4% | +744.5% |
| All | +1,135.3% | +36.3% | +1,099.0% | +744.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling