+62,321.4%
EME vs MTB
+3,604.9%
+58,716.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +5.2% | +2.8% | +2.4% | +3.8% |
| 30D | -5.4% | -4.2% | -1.2% | -3.5% |
| 3M | -6.1% | +7.8% | -13.9% | -9.7% |
| 6M | +9.7% | +14.8% | -5.2% | +2.2% |
| YTD | +26.6% | +20.8% | +5.8% | +14.9% |
| 1Y | +24.6% | +23.1% | +1.5% | +11.7% |
| 3Y | +249.6% | +114.8% | +134.8% | +135.2% |
| 5Y | +556.6% | +103.3% | +453.3% | +333.9% |
| 10Y | +1,286.6% | +173.0% | +1,113.6% | +650.2% |
| All | +62,321.4% | +3,604.9% | +58,716.6% | +16,518.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling