+642.2%
MPC vs EMB
+7.4%
+634.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +31.0% | -0.3% | +31.3% | +31.1% |
| 3M | +46.0% | -0.4% | +46.4% | +46.2% |
| 6M | +77.3% | +0.1% | +77.2% | +76.8% |
| YTD | +141.9% | +1.6% | +140.3% | +138.9% |
| 1Y | +120.9% | +5.6% | +115.3% | +112.6% |
| 3Y | +182.7% | +29.8% | +152.9% | +141.2% |
| All | +642.2% | +7.4% | +634.9% | +597.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling