+1,106.2%
MPC vs EME
+996.0%
+110.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.3% | -2.7% | +1.2% |
| 7D | -9.4% | -4.4% | -5.0% | -7.6% |
| 30D | -14.3% | -17.3% | +2.9% | -6.7% |
| 3M | +31.1% | -20.0% | +51.1% | +44.0% |
| 6M | +60.3% | -29.1% | +89.3% | +82.9% |
| YTD | +142.5% | +6.9% | +135.6% | +117.9% |
| 1Y | +104.6% | +0.8% | +103.8% | +89.0% |
| 3Y | +191.7% | +214.4% | -22.7% | +14.3% |
| 5Y | +549.2% | +404.2% | +145.0% | +71.7% |
| 10Y | +1,106.2% | +941.9% | +164.3% | +88.6% |
| All | +1,106.2% | +996.0% | +110.2% | +88.6% |
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