+2,498.9%
MAR vs EME
+15,300.9%
-12,802.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -4.2% | +1.9% | -6.0% | -4.9% |
| 30D | -6.7% | -8.3% | +1.6% | -3.6% |
| 3M | -12.5% | -10.7% | -1.7% | -10.4% |
| 6M | +0.6% | +1.9% | -1.3% | -2.9% |
| YTD | +9.1% | +23.5% | -14.4% | -3.5% |
| 1Y | +26.2% | +18.0% | +8.2% | +11.5% |
| 3Y | +68.2% | +236.1% | -168.0% | -9.2% |
| 5Y | +163.9% | +527.9% | -364.0% | +7.5% |
| 10Y | +420.6% | +1,252.8% | -832.2% | +50.1% |
| All | +2,498.9% | +15,300.9% | -12,802.0% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling