+1,166.2%
MPC vs EME
+910.4%
+255.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +9.4% | +11.3% | -1.9% | +4.0% |
| 30D | -13.4% | -14.6% | +1.1% | -7.1% |
| 3M | +18.9% | -20.4% | +39.3% | +30.9% |
| 6M | +64.9% | -28.3% | +93.2% | +87.2% |
| YTD | +156.8% | +8.6% | +148.2% | +129.0% |
| 1Y | +113.2% | +3.2% | +109.9% | +94.6% |
| 3Y | +201.8% | +216.8% | -14.9% | +17.8% |
| 5Y | +601.4% | +417.5% | +183.9% | +81.9% |
| All | +1,166.2% | +910.4% | +255.9% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling