+433.8%
MAR vs EME
+1,362.1%
-928.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | -0.1% |
| 7D | -0.5% | +3.5% | -4.1% | -2.1% |
| 30D | -5.4% | -6.3% | +0.9% | -3.1% |
| 3M | -15.5% | -3.8% | -11.7% | -15.9% |
| 6M | +3.0% | +8.5% | -5.6% | -3.9% |
| YTD | +8.5% | +27.8% | -19.3% | -7.1% |
| 1Y | +26.0% | +22.2% | +3.7% | +7.3% |
| 3Y | +68.6% | +253.5% | -184.9% | -24.3% |
| 5Y | +157.4% | +578.6% | -421.3% | -22.8% |
| All | +433.8% | +1,362.1% | -928.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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