+2,609.9%
EMR vs M
+396.5%
+2,213.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +1.1% |
| 7D | -1.5% | +4.7% | -6.2% | -2.7% |
| 30D | -5.6% | -9.6% | +4.0% | -3.2% |
| 3M | +7.9% | +0.9% | +7.1% | +7.3% |
| 6M | +6.0% | +22.3% | -16.2% | +0.2% |
| YTD | +16.4% | +6.5% | +9.9% | +13.4% |
| 1Y | +16.6% | +38.8% | -22.1% | +5.7% |
| 3Y | +62.9% | +115.9% | -53.0% | +24.6% |
| 5Y | +60.1% | +28.6% | +31.5% | +28.5% |
| 10Y | +268.8% | -2.5% | +271.3% | +160.7% |
| All | +2,609.9% | +396.5% | +2,213.3% | +963.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling