+191.7%
MPC vs EMB
+30.0%
+161.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | -9.4% | +0.8% | -10.2% | -9.7% |
| 30D | -14.3% | +1.5% | -15.8% | -14.9% |
| 3M | +31.1% | -1.9% | +33.0% | +32.4% |
| 6M | +60.3% | -1.6% | +61.9% | +61.5% |
| YTD | +142.5% | 0.0% | +142.5% | +141.0% |
| 1Y | +104.6% | +1.1% | +103.5% | +101.0% |
| 3Y | +191.7% | +30.9% | +160.8% | +144.9% |
| All | +191.7% | +30.0% | +161.8% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling