+317.5%
MOD vs EME
+242.1%
+75.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.5% |
| 7D | +9.6% | +1.9% | +7.7% | +7.6% |
| 30D | 0.0% | -8.3% | +8.3% | +9.4% |
| 3M | -35.4% | -10.7% | -24.6% | -27.1% |
| 6M | -7.3% | +1.9% | -9.2% | -7.5% |
| YTD | +45.8% | +23.5% | +22.3% | +17.3% |
| 1Y | +43.1% | +18.0% | +25.2% | +14.7% |
| All | +317.5% | +242.1% | +75.5% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling