+1,134.0%
MPC vs EME
+1,278.1%
-144.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.1% |
| 7D | +3.9% | +5.2% | -1.3% | +1.4% |
| 30D | +33.8% | -5.4% | +39.1% | +36.9% |
| 3M | +49.9% | -6.1% | +55.9% | +50.8% |
| 6M | +80.9% | +9.7% | +71.3% | +65.4% |
| YTD | +147.4% | +26.6% | +120.8% | +107.3% |
| 1Y | +123.2% | +24.6% | +98.6% | +83.0% |
| 3Y | +171.7% | +249.6% | -77.9% | +3.8% |
| 5Y | +678.6% | +556.6% | +122.0% | +79.4% |
| 10Y | +1,134.0% | +1,286.6% | -152.6% | +74.6% |
| All | +1,134.0% | +1,278.1% | -144.0% | +74.6% |
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