+399.5%
MOD vs EME
+49,337.3%
-48,937.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.4% |
| 7D | -25.5% | -10.5% | -15.1% | -19.5% |
| 30D | -49.0% | -22.4% | -26.6% | -39.7% |
| 3M | -49.8% | -24.7% | -25.1% | -39.7% |
| 6M | -64.8% | -35.5% | -29.3% | -53.2% |
| YTD | -27.6% | -0.3% | -27.3% | -25.1% |
| 1Y | -35.2% | -6.7% | -28.5% | -29.9% |
| 3Y | +137.1% | +190.6% | -53.5% | +41.8% |
| 5Y | +760.3% | +367.3% | +393.0% | +301.5% |
| 10Y | +938.8% | +954.5% | -15.6% | +225.4% |
| All | +399.5% | +49,337.3% | -48,937.8% | -9.8% |
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