+9,082.7%
MO vs EME
+63,295.5%
-54,212.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.3% |
| 30D | +7.1% | -6.3% | +13.5% | +7.9% |
| 3M | -2.0% | -3.8% | +1.8% | -2.3% |
| 6M | +7.3% | +8.5% | -1.2% | +4.9% |
| YTD | +23.5% | +27.8% | -4.4% | +17.8% |
| 1Y | +11.0% | +22.2% | -11.2% | +6.1% |
| 3Y | +95.0% | +253.5% | -158.5% | +56.1% |
| 5Y | +100.6% | +578.6% | -478.0% | +44.1% |
| 10Y | +114.5% | +1,355.6% | -1,241.0% | +35.7% |
| All | +9,082.7% | +63,295.5% | -54,212.8% | +4,403.1% |
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