+1,116.6%
MPC vs EMR
+271.2%
+845.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.9% |
| 7D | +5.4% | -1.5% | +7.0% | +6.4% |
| 30D | +31.0% | -5.6% | +36.6% | +36.0% |
| 3M | +46.0% | +7.9% | +38.1% | +35.6% |
| 6M | +77.3% | +6.0% | +71.3% | +61.8% |
| YTD | +141.9% | +16.4% | +125.5% | +103.4% |
| 1Y | +120.9% | +16.6% | +104.3% | +83.4% |
| 3Y | +182.7% | +62.9% | +119.8% | +70.2% |
| 5Y | +646.4% | +60.1% | +586.3% | +343.8% |
| All | +1,116.6% | +271.2% | +845.4% | +270.8% |
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