+45.8%
MPC vs EMB
-1.9%
+47.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -4.9% |
| 7D | -12.8% | -0.3% | -12.4% | -12.9% |
| 30D | -12.7% | +1.1% | -13.8% | -10.8% |
| 3M | +27.1% | -2.9% | +30.0% | +22.1% |
| 6M | +45.8% | -2.1% | +47.9% | +44.5% |
| All | +45.8% | -1.9% | +47.7% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling