+1,171.8%
MPC vs VWO
+111.9%
+1,059.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +11.2% | +2.0% | +9.3% | +9.3% |
| 30D | -14.5% | -4.3% | -10.2% | -11.3% |
| 3M | +16.7% | -6.4% | +23.1% | +23.0% |
| 6M | +67.6% | -5.6% | +73.2% | +73.5% |
| YTD | +157.9% | +5.2% | +152.7% | +135.0% |
| 1Y | +116.7% | +5.2% | +111.5% | +97.4% |
| 3Y | +199.8% | +55.5% | +144.2% | +77.3% |
| 5Y | +604.4% | +25.6% | +578.8% | +420.9% |
| All | +1,171.8% | +111.9% | +1,059.9% | +424.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling