+1,142.4%
MPC vs VWO
+119.0%
+1,023.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +25.0% | +0.9% | +24.1% | +23.9% |
| 3M | +55.2% | +4.3% | +50.9% | +47.9% |
| 6M | +86.4% | +10.5% | +75.9% | +64.8% |
| YTD | +148.5% | +13.4% | +135.1% | +113.0% |
| 1Y | +121.7% | +18.6% | +103.1% | +81.3% |
| 3Y | +172.9% | +65.8% | +107.1% | +53.8% |
| 5Y | +679.9% | +35.2% | +644.7% | +443.7% |
| All | +1,142.4% | +119.0% | +1,023.4% | +419.1% |
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