+267.8%
EMR vs M
-6.4%
+274.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +3.1% | +2.4% | +0.7% | +2.5% |
| 30D | -3.5% | -11.6% | +8.1% | -0.9% |
| 3M | +9.8% | +1.6% | +8.2% | +9.0% |
| 6M | +10.8% | +25.2% | -14.4% | +5.0% |
| YTD | +15.9% | +3.8% | +12.2% | +14.0% |
| 1Y | +16.4% | +36.3% | -19.9% | +7.4% |
| 3Y | +62.1% | +116.3% | -54.2% | +28.7% |
| 5Y | +62.9% | +28.2% | +34.7% | +35.1% |
| 10Y | +267.8% | -3.4% | +271.1% | +136.0% |
| All | +267.8% | -6.4% | +274.1% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling