+3,101.0%
MPC vs EMR
+326.6%
+2,774.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.9% |
| 7D | +5.4% | -1.5% | +7.0% | +6.4% |
| 30D | +31.0% | -5.6% | +36.6% | +35.9% |
| 3M | +46.0% | +7.9% | +38.1% | +35.7% |
| 6M | +77.3% | +6.0% | +71.3% | +62.0% |
| YTD | +141.9% | +16.4% | +125.5% | +104.2% |
| 1Y | +120.9% | +16.6% | +104.3% | +84.3% |
| 3Y | +182.7% | +62.9% | +119.8% | +74.1% |
| 5Y | +646.4% | +60.1% | +586.3% | +354.8% |
| 10Y | +1,138.7% | +268.7% | +870.0% | +299.4% |
| All | +3,101.0% | +326.6% | +2,774.4% | +712.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling