+1,344.7%
EME vs MTB
+173.8%
+1,170.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -6.3% | -4.8% | -1.5% | -4.2% |
| 3M | -3.8% | +6.0% | -9.7% | -6.7% |
| 6M | +8.5% | +19.6% | -11.1% | -0.7% |
| YTD | +27.8% | +21.5% | +6.3% | +15.8% |
| 1Y | +22.2% | +24.7% | -2.5% | +9.0% |
| 3Y | +253.5% | +108.6% | +144.9% | +141.5% |
| 5Y | +578.6% | +106.7% | +471.9% | +341.5% |
| All | +1,344.7% | +173.8% | +1,170.9% | +625.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling