+1,098.3%
MPC vs EMR
+294.2%
+804.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -8.8% | +0.7% | -9.5% | -9.4% |
| 30D | -14.4% | +3.5% | -17.9% | -17.0% |
| 3M | +21.9% | +5.9% | +16.0% | +15.8% |
| 6M | +60.1% | +19.4% | +40.7% | +36.5% |
| YTD | +142.3% | +27.7% | +114.6% | +89.2% |
| 1Y | +101.7% | +30.9% | +70.8% | +53.8% |
| 3Y | +184.8% | +104.2% | +80.6% | +42.1% |
| 5Y | +564.6% | +89.6% | +475.0% | +242.4% |
| 10Y | +1,098.3% | +280.0% | +818.3% | +247.0% |
| All | +1,098.3% | +294.2% | +804.1% | +247.0% |
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