+1,120.5%
MPC vs VWO
+115.6%
+1,004.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -0.3% |
| 7D | +1.2% | -1.7% | +2.9% | +2.8% |
| 30D | +17.0% | -0.3% | +17.3% | +17.2% |
| 3M | +49.5% | +4.0% | +45.5% | +42.9% |
| 6M | +83.5% | +8.1% | +75.4% | +65.7% |
| YTD | +144.1% | +11.6% | +132.5% | +112.3% |
| 1Y | +119.6% | +16.2% | +103.4% | +83.0% |
| 3Y | +168.1% | +63.3% | +104.8% | +53.2% |
| 5Y | +671.3% | +33.4% | +638.0% | +444.4% |
| All | +1,120.5% | +115.6% | +1,004.9% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VWO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling