+60,798.0%
EME vs MKC
+2,008.9%
+58,789.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +2.7% | -4.3% | +7.0% | +4.0% |
| 30D | -6.8% | -3.1% | -3.7% | -6.1% |
| 3M | -8.8% | +6.8% | -15.7% | -11.4% |
| 6M | +5.0% | -18.3% | +23.3% | +9.9% |
| YTD | +23.5% | -23.1% | +46.5% | +30.8% |
| 1Y | +21.3% | -23.7% | +45.0% | +28.1% |
| 3Y | +241.1% | -31.0% | +272.1% | +263.0% |
| 5Y | +549.2% | -33.5% | +582.7% | +588.0% |
| 10Y | +1,306.4% | +30.3% | +1,276.1% | +1,030.0% |
| All | +60,798.0% | +2,008.9% | +58,789.1% | +28,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling