+46,661.0%
EME vs MDY
+2,615.3%
+44,045.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.4% |
| 7D | +2.7% | -0.8% | +3.5% | +3.5% |
| 30D | -6.8% | -3.9% | -2.9% | -3.0% |
| 3M | -8.8% | 0.0% | -8.8% | -8.3% |
| 6M | +5.0% | +8.5% | -3.6% | -2.4% |
| YTD | +23.5% | +13.2% | +10.3% | +10.3% |
| 1Y | +21.3% | +15.0% | +6.3% | +7.1% |
| 3Y | +241.1% | +49.6% | +191.5% | +134.8% |
| 5Y | +549.2% | +46.0% | +503.1% | +352.0% |
| 10Y | +1,306.4% | +176.4% | +1,130.0% | +435.8% |
| All | +46,661.0% | +2,615.3% | +44,045.7% | +5,104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling