+570.7%
EME vs MKTX
-60.5%
+631.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -6.3% | +0.7% | -7.1% | -6.4% |
| 3M | -3.8% | +40.8% | -44.5% | -6.9% |
| 6M | +8.5% | -8.0% | +16.5% | +7.3% |
| YTD | +27.8% | -8.7% | +36.5% | +26.4% |
| 1Y | +22.2% | -11.8% | +34.1% | +21.2% |
| 3Y | +253.5% | -24.0% | +277.5% | +247.9% |
| All | +570.7% | -60.5% | +631.1% | +598.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling