+1,171.8%
MPC vs EMB
+36.5%
+1,135.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.8% |
| 7D | +11.2% | -0.9% | +12.1% | +12.7% |
| 30D | -14.5% | +0.4% | -14.8% | -15.2% |
| 3M | +16.7% | -3.1% | +19.8% | +21.7% |
| 6M | +67.6% | -2.1% | +69.6% | +71.4% |
| YTD | +157.9% | -1.1% | +159.0% | +158.0% |
| 1Y | +116.7% | -0.1% | +116.7% | +113.1% |
| 3Y | +199.8% | +29.6% | +170.2% | +94.0% |
| 5Y | +604.4% | +7.2% | +597.2% | +564.3% |
| All | +1,171.8% | +36.5% | +1,135.3% | +777.4% |
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