+7,695.0%
EME vs MKTX
+1,443.5%
+6,251.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -8.4% | +0.8% | -9.2% | -8.6% |
| 3M | -3.6% | +41.1% | -44.7% | -13.1% |
| 6M | +3.6% | -9.5% | +13.1% | +5.3% |
| YTD | +22.5% | -8.7% | +31.2% | +23.9% |
| 1Y | +18.2% | -10.0% | +28.2% | +19.5% |
| 3Y | +238.4% | -24.6% | +263.0% | +244.2% |
| 5Y | +550.5% | -60.3% | +610.8% | +677.5% |
| 10Y | +1,295.3% | +5.0% | +1,290.3% | +990.0% |
| All | +7,695.0% | +1,443.5% | +6,251.5% | +1,719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling