+60.6%
MPC vs EMR
+19.1%
+41.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.3% |
| 7D | +2.6% | -2.0% | +4.6% | +1.7% |
| 30D | -12.2% | +2.8% | -15.0% | -11.3% |
| 3M | +20.1% | +2.0% | +18.1% | +20.8% |
| 6M | +60.6% | +20.7% | +39.9% | +74.7% |
| All | +60.6% | +19.1% | +41.5% | +74.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling