+3,215.7%
MPC vs EMB
+74.8%
+3,140.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +2.6% | -0.4% | +3.0% | +3.2% |
| 30D | -12.2% | +1.5% | -13.7% | -14.2% |
| 3M | +20.1% | -1.6% | +21.6% | +22.3% |
| 6M | +60.6% | -1.5% | +62.1% | +62.9% |
| YTD | +150.6% | -0.1% | +150.6% | +147.3% |
| 1Y | +104.7% | +0.5% | +104.1% | +100.1% |
| 3Y | +194.5% | +30.2% | +164.3% | +95.8% |
| 5Y | +582.3% | +8.6% | +573.7% | +511.4% |
| 10Y | +1,135.3% | +36.9% | +1,098.4% | +734.6% |
| All | +3,215.7% | +74.8% | +3,140.9% | +1,672.8% |
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