-2.1%
EME vs MKTX
+5.4%
-7.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -5.8% | +0.5% | -6.3% | -5.9% |
| 30D | -17.9% | +1.0% | -18.9% | -18.1% |
| 3M | -22.0% | +2.5% | -24.5% | -22.5% |
| 6M | -29.7% | +8.0% | -37.7% | -36.1% |
| YTD | +4.7% | -7.3% | +12.0% | -5.6% |
| 1Y | -2.1% | +4.7% | -6.8% | -13.6% |
| All | -2.1% | +5.4% | -7.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling