+550.5%
EME vs MTB
+101.1%
+449.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.9% | -0.4% | +1.4% | +1.1% |
| 30D | -8.4% | -4.6% | -3.8% | -6.8% |
| 3M | -3.6% | +7.4% | -11.0% | -6.5% |
| 6M | +3.6% | +18.7% | -15.1% | -3.4% |
| YTD | +22.5% | +21.1% | +1.4% | +13.2% |
| 1Y | +18.2% | +24.1% | -5.9% | +7.9% |
| 3Y | +238.4% | +115.3% | +123.0% | +150.0% |
| 5Y | +550.5% | +106.0% | +444.5% | +348.4% |
| All | +550.5% | +101.1% | +449.5% | +348.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling