+101.9%
MPC vs EMR
+32.0%
+69.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +4.9% |
| 7D | -9.4% | +2.1% | -11.6% | -9.2% |
| 30D | -14.3% | +4.8% | -19.1% | -13.9% |
| 3M | +31.1% | +7.5% | +23.6% | +31.9% |
| 6M | +60.3% | +20.9% | +39.4% | +62.8% |
| YTD | +142.5% | +29.2% | +113.3% | +137.8% |
| All | +101.9% | +32.0% | +69.8% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling