+3,101.0%
MPC vs EME
+2,742.9%
+358.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | +5.4% | +1.9% | +3.6% | +4.4% |
| 30D | +31.0% | -8.3% | +39.2% | +36.5% |
| 3M | +46.0% | -10.7% | +56.8% | +50.8% |
| 6M | +77.3% | +1.9% | +75.4% | +67.5% |
| YTD | +141.9% | +23.5% | +118.4% | +102.9% |
| 1Y | +120.9% | +18.0% | +102.9% | +84.5% |
| 3Y | +182.7% | +236.1% | -53.4% | +9.1% |
| 5Y | +646.4% | +527.9% | +118.6% | +78.3% |
| 10Y | +1,138.7% | +1,252.8% | -114.0% | +70.0% |
| All | +3,101.0% | +2,742.9% | +358.1% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling