+301.5%
EMR vs M
+3.7%
+297.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +2.6% |
| 7D | +2.1% | +2.5% | -0.4% | +1.5% |
| 30D | +4.8% | +10.1% | -5.3% | +2.4% |
| 3M | +7.5% | -0.9% | +8.4% | +7.4% |
| 6M | +20.9% | +30.2% | -9.3% | +13.3% |
| YTD | +29.2% | +16.3% | +12.9% | +23.6% |
| 1Y | +33.0% | +27.0% | +6.0% | +24.6% |
| 3Y | +109.8% | +154.5% | -44.7% | +61.0% |
| 5Y | +91.9% | -1.1% | +93.0% | +70.8% |
| 10Y | +301.5% | +0.5% | +301.0% | +160.2% |
| All | +301.5% | +3.7% | +297.8% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling