+3,106.3%
MPC vs VWO
+84.5%
+3,021.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -8.8% | +2.1% | -10.9% | -10.6% |
| 30D | -14.4% | -5.5% | -8.9% | -10.3% |
| 3M | +21.9% | -6.2% | +28.1% | +28.0% |
| 6M | +60.1% | -6.4% | +66.5% | +66.7% |
| YTD | +142.3% | +5.4% | +136.9% | +122.4% |
| 1Y | +101.7% | +4.5% | +97.2% | +86.5% |
| 3Y | +184.8% | +56.1% | +128.7% | +77.5% |
| 5Y | +564.6% | +28.1% | +536.5% | +391.8% |
| 10Y | +1,098.3% | +107.3% | +991.0% | +488.7% |
| All | +3,106.3% | +84.5% | +3,021.9% | +1,700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling