+173.4%
MPC vs EME
+242.1%
-68.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +5.4% | +1.9% | +3.6% | +5.2% |
| 30D | +31.0% | -8.3% | +39.2% | +32.3% |
| 3M | +46.0% | -10.7% | +56.8% | +47.6% |
| 6M | +77.3% | +1.9% | +75.4% | +74.6% |
| YTD | +141.9% | +23.5% | +118.4% | +129.3% |
| 1Y | +120.9% | +18.0% | +102.9% | +108.9% |
| All | +173.4% | +242.1% | -68.6% | +99.6% |
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 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