+453.7%
MP vs EME
+1,178.4%
-724.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.3% |
| 7D | +3.0% | +5.2% | -2.1% | +0.4% |
| 30D | +8.3% | -5.4% | +13.7% | +11.1% |
| 3M | -3.8% | -6.1% | +2.3% | -1.5% |
| 6M | -4.9% | +9.7% | -14.6% | -8.8% |
| YTD | +9.6% | +26.6% | -17.0% | -2.1% |
| 1Y | -11.7% | +24.6% | -36.4% | -22.2% |
| 3Y | +158.5% | +249.6% | -91.1% | +13.3% |
| 5Y | +68.9% | +556.6% | -487.6% | -54.1% |
| All | +453.7% | +1,178.4% | -724.7% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling