+570.7%
EME vs MDY
+46.3%
+524.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.5% |
| 7D | +3.5% | -1.9% | +5.4% | +5.6% |
| 30D | -6.3% | -4.6% | -1.7% | -1.5% |
| 3M | -3.8% | -1.2% | -2.5% | -2.1% |
| 6M | +8.5% | +9.2% | -0.7% | +0.2% |
| YTD | +27.8% | +13.1% | +14.8% | +14.2% |
| 1Y | +22.2% | +13.0% | +9.2% | +9.7% |
| 3Y | +253.5% | +49.2% | +204.3% | +150.2% |
| All | +570.7% | +46.3% | +524.4% | +378.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling