-37.3%
MP vs EME
+2.9%
-40.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +11.0% | +11.3% | -0.3% | +3.1% |
| 30D | -11.7% | -14.6% | +2.8% | -2.0% |
| 3M | -30.8% | -20.4% | -10.4% | -19.4% |
| 6M | -42.9% | -28.3% | -14.6% | -26.7% |
| YTD | -25.9% | +8.6% | -34.4% | -37.8% |
| 1Y | -37.3% | +3.2% | -40.5% | -43.3% |
| All | -37.3% | +2.9% | -40.2% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling