+941.9%
MOD vs EME
+61,143.5%
-60,201.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.3% |
| 7D | +9.6% | +1.9% | +7.7% | +8.4% |
| 30D | 0.0% | -8.3% | +8.3% | +5.4% |
| 3M | -35.4% | -10.7% | -24.6% | -30.4% |
| 6M | -7.3% | +1.9% | -9.2% | -6.4% |
| YTD | +45.8% | +23.5% | +22.3% | +31.1% |
| 1Y | +43.1% | +18.0% | +25.2% | +31.1% |
| 3Y | +297.7% | +236.1% | +61.6% | +115.0% |
| 5Y | +1,478.8% | +527.9% | +950.9% | +511.9% |
| 10Y | +1,633.4% | +1,252.8% | +380.6% | +362.5% |
| All | +941.9% | +61,143.5% | -60,201.6% | +63.5% |
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