+3,101.0%
MPC vs EMB
+77.7%
+3,023.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.4% |
| 3M | +46.0% | -0.4% | +46.4% | +46.5% |
| 6M | +77.3% | +0.1% | +77.2% | +75.3% |
| YTD | +141.9% | +1.6% | +140.3% | +134.1% |
| 1Y | +120.9% | +5.6% | +115.3% | +101.7% |
| 3Y | +182.7% | +29.8% | +152.9% | +89.4% |
| 5Y | +646.4% | +7.3% | +639.2% | +591.9% |
| 10Y | +1,138.7% | +30.4% | +1,108.3% | +782.2% |
| All | +3,101.0% | +77.7% | +3,023.3% | +1,577.5% |
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 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