-15.1%
MP vs EME
+358.3%
-373.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.9% |
| 7D | -10.5% | -10.5% | -0.1% | -5.6% |
| 30D | -23.5% | -22.4% | -1.1% | -13.5% |
| 3M | -25.4% | -24.7% | -0.7% | -14.8% |
| 6M | -51.3% | -35.5% | -15.8% | -40.2% |
| YTD | -29.9% | -0.3% | -29.6% | -29.3% |
| 1Y | -31.8% | -6.7% | -25.1% | -29.2% |
| 3Y | +127.0% | +190.6% | -63.7% | +4.3% |
| All | -15.1% | +358.3% | -373.3% | -77.2% |
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