+3,005.7%
MPC vs EMB
+73.0%
+2,932.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.2% |
| 7D | -12.8% | -0.3% | -12.4% | -12.5% |
| 30D | -12.7% | +1.1% | -13.8% | -14.2% |
| 3M | +27.1% | -2.9% | +30.0% | +31.9% |
| 6M | +45.8% | -2.1% | +47.9% | +48.9% |
| YTD | +134.7% | -1.1% | +135.8% | +134.9% |
| 1Y | +106.0% | +0.3% | +105.7% | +101.9% |
| 3Y | +165.5% | +27.7% | +137.8% | +81.4% |
| 5Y | +540.9% | +6.0% | +534.9% | +498.1% |
| 10Y | +1,133.6% | +29.1% | +1,104.5% | +789.5% |
| All | +3,005.7% | +73.0% | +2,932.7% | +1,583.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling