+1,098.3%
MPC vs EMB
+31.5%
+1,066.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.8% |
| 7D | -8.8% | +0.5% | -9.3% | -9.6% |
| 30D | -14.4% | +0.9% | -15.3% | -15.7% |
| 3M | +21.9% | -2.1% | +24.1% | +25.4% |
| 6M | +60.1% | -2.2% | +62.3% | +64.3% |
| YTD | +142.3% | -0.6% | +142.9% | +140.8% |
| 1Y | +101.7% | +0.2% | +101.5% | +97.8% |
| 3Y | +184.8% | +29.5% | +155.2% | +84.8% |
| 5Y | +564.6% | +8.0% | +556.6% | +518.8% |
| 10Y | +1,098.3% | +35.3% | +1,063.0% | +733.0% |
| All | +1,098.3% | +31.5% | +1,066.8% | +733.0% |
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 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