+1,166.2%
MPC vs VWO
+112.1%
+1,054.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.7% |
| 7D | +9.4% | +4.0% | +5.4% | +5.5% |
| 30D | -13.4% | -5.4% | -8.0% | -9.2% |
| 3M | +18.9% | -6.4% | +25.3% | +25.3% |
| 6M | +64.9% | -4.7% | +69.6% | +69.0% |
| YTD | +156.8% | +5.3% | +151.5% | +133.7% |
| 1Y | +113.2% | +4.3% | +108.8% | +95.8% |
| 3Y | +201.8% | +55.9% | +145.9% | +78.0% |
| 5Y | +601.4% | +25.7% | +575.7% | +418.2% |
| All | +1,166.2% | +112.1% | +1,054.2% | +421.6% |
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