+116.7%
MPC vs EMB
-0.6%
+117.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.1% |
| 7D | +11.2% | -0.9% | +12.1% | +9.7% |
| 30D | -14.5% | +0.4% | -14.8% | -13.8% |
| 3M | +16.7% | -3.1% | +19.8% | +11.5% |
| 6M | +67.6% | -2.1% | +69.6% | +63.5% |
| YTD | +157.9% | -1.1% | +159.0% | +152.8% |
| 1Y | +116.7% | -0.1% | +116.7% | +114.5% |
| All | +116.7% | -0.6% | +117.2% | +114.5% |
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 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