+58.1%
MP vs EME
+529.3%
-471.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -2.9% | +1.9% | -4.7% | -3.8% |
| 30D | +13.8% | -8.3% | +22.1% | +18.5% |
| 3M | -16.7% | -10.7% | -5.9% | -12.4% |
| 6M | -11.5% | +1.9% | -13.4% | -12.0% |
| YTD | +7.9% | +23.5% | -15.5% | -1.8% |
| 1Y | -15.0% | +18.0% | -33.0% | -22.7% |
| 3Y | +153.5% | +236.1% | -82.6% | +11.5% |
| All | +58.1% | +529.3% | -471.1% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling