+1,135.3%
MPC vs EMR
+281.0%
+854.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | +2.6% | -2.0% | +4.6% | +4.0% |
| 30D | -12.2% | +2.8% | -15.0% | -14.4% |
| 3M | +20.1% | +2.0% | +18.1% | +17.1% |
| 6M | +60.6% | +20.7% | +39.9% | +35.9% |
| YTD | +150.6% | +27.3% | +123.3% | +96.0% |
| 1Y | +104.7% | +31.0% | +73.7% | +55.9% |
| 3Y | +194.5% | +103.6% | +90.9% | +47.3% |
| 5Y | +582.3% | +88.6% | +493.7% | +253.0% |
| 10Y | +1,135.3% | +280.6% | +854.6% | +256.4% |
| All | +1,135.3% | +281.0% | +854.2% | +256.4% |
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