+113.2%
MPC vs EME
+2.9%
+110.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.5% |
| 7D | +9.4% | +11.3% | -1.9% | +8.5% |
| 30D | -13.4% | -14.6% | +1.1% | -13.4% |
| 3M | +18.9% | -20.4% | +39.3% | +18.9% |
| 6M | +64.9% | -28.3% | +93.2% | +64.1% |
| YTD | +156.8% | +8.6% | +148.2% | +147.7% |
| 1Y | +113.2% | +3.2% | +109.9% | +108.5% |
| All | +113.2% | +2.9% | +110.3% | +108.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling