+163.8%
MPC vs EMB
+28.2%
+135.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | -0.1% | -16.1% | -16.1% |
| 30D | -15.7% | +1.3% | -17.0% | -16.2% |
| 3M | +24.9% | -2.7% | +27.6% | +26.5% |
| 6M | +52.7% | -2.8% | +55.5% | +54.7% |
| YTD | +131.9% | -1.1% | +133.0% | +131.5% |
| 1Y | +96.6% | 0.0% | +96.7% | +94.1% |
| 3Y | +163.8% | +28.8% | +135.0% | +118.9% |
| All | +163.8% | +28.2% | +135.6% | +118.9% |
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