+601.0%
MPC vs EMB
+7.3%
+593.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +11.2% | -0.9% | +12.1% | +11.7% |
| 30D | -14.5% | +0.4% | -14.8% | -14.7% |
| 3M | +16.7% | -3.1% | +19.8% | +18.5% |
| 6M | +67.6% | -2.1% | +69.6% | +69.0% |
| YTD | +157.9% | -1.1% | +159.0% | +158.0% |
| 1Y | +116.7% | -0.1% | +116.7% | +115.2% |
| 3Y | +199.8% | +29.6% | +170.2% | +155.8% |
| All | +601.0% | +7.3% | +593.7% | +544.7% |
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