+5.0%
EME vs MKC
-18.2%
+23.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.8% |
| 7D | +2.7% | -4.3% | +7.0% | +0.7% |
| 30D | -6.8% | -3.1% | -3.7% | -7.8% |
| 3M | -8.8% | +6.8% | -15.7% | -5.1% |
| 6M | +5.0% | -18.3% | +23.3% | +3.8% |
| All | +5.0% | -18.2% | +23.2% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling