+163.8%
MPC vs EME
+191.8%
-28.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | -16.2% | -10.5% | -5.7% | -14.8% |
| 30D | -15.7% | -22.4% | +6.7% | -12.9% |
| 3M | +24.9% | -24.7% | +49.6% | +29.4% |
| 6M | +52.7% | -35.5% | +88.1% | +61.3% |
| YTD | +131.9% | -0.3% | +132.2% | +125.4% |
| 1Y | +96.6% | -6.7% | +103.4% | +93.4% |
| 3Y | +163.8% | +190.6% | -26.9% | +77.4% |
| All | +163.8% | +191.8% | -28.0% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling