+121.7%
MPC vs EME
+19.7%
+102.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.5% |
| 7D | +3.2% | +2.7% | +0.5% | +3.2% |
| 30D | +25.0% | -6.8% | +31.8% | +25.1% |
| 3M | +55.2% | -8.8% | +64.0% | +54.9% |
| 6M | +86.4% | +5.0% | +81.4% | +84.3% |
| YTD | +148.5% | +23.5% | +125.0% | +142.8% |
| 1Y | +121.7% | +21.3% | +100.4% | +118.9% |
| All | +121.7% | +19.7% | +102.0% | +118.9% |
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