+601.4%
MPC vs EMR
+87.7%
+513.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +9.4% | +2.7% | +6.8% | +8.3% |
| 30D | -13.4% | +2.1% | -15.5% | -14.5% |
| 3M | +18.9% | +2.3% | +16.6% | +17.1% |
| 6M | +64.9% | +22.5% | +42.4% | +48.3% |
| YTD | +156.8% | +27.2% | +129.6% | +120.9% |
| 1Y | +113.2% | +28.0% | +85.2% | +82.4% |
| 3Y | +201.8% | +103.4% | +98.4% | +88.9% |
| 5Y | +601.4% | +88.2% | +513.2% | +351.6% |
| All | +601.4% | +87.7% | +513.6% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling