+1,106.2%
MPC vs EMR
+319.4%
+786.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +1.5% |
| 7D | -9.4% | +2.1% | -11.6% | -10.9% |
| 30D | -14.3% | +4.8% | -19.1% | -17.5% |
| 3M | +31.1% | +7.5% | +23.6% | +23.3% |
| 6M | +60.3% | +20.9% | +39.4% | +35.6% |
| YTD | +142.5% | +29.2% | +113.3% | +87.9% |
| 1Y | +104.6% | +33.0% | +71.6% | +54.3% |
| 3Y | +191.7% | +109.8% | +82.0% | +42.8% |
| 5Y | +549.2% | +91.9% | +457.3% | +232.2% |
| 10Y | +1,106.2% | +301.5% | +804.7% | +245.4% |
| All | +1,106.2% | +319.4% | +786.8% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling