+1,344.7%
EME vs MKC
+29.9%
+1,314.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | -6.3% | -3.1% | -3.2% | -6.0% |
| 3M | -3.8% | +5.2% | -8.9% | -4.8% |
| 6M | +8.5% | -12.8% | +21.3% | +10.4% |
| YTD | +27.8% | -23.3% | +51.1% | +32.6% |
| 1Y | +22.2% | -24.1% | +46.3% | +26.7% |
| 3Y | +253.5% | -32.1% | +285.6% | +270.4% |
| 5Y | +578.6% | -32.8% | +611.4% | +601.9% |
| All | +1,344.7% | +29.9% | +1,314.8% | +1,240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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