+2,778.9%
EMR vs M
+401.4%
+2,377.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.0% |
| 7D | -1.6% | -4.3% | +2.7% | -0.5% |
| 30D | +2.0% | +1.3% | +0.7% | +1.5% |
| 3M | +3.8% | -7.4% | +11.2% | +5.5% |
| 6M | +10.5% | +18.3% | -7.8% | +5.0% |
| YTD | +23.7% | +7.6% | +16.1% | +19.8% |
| 1Y | +25.4% | +17.4% | +8.0% | +18.6% |
| 3Y | +86.6% | +108.4% | -21.8% | +44.0% |
| 5Y | +83.0% | -10.6% | +93.6% | +63.2% |
| 10Y | +319.5% | -3.2% | +322.7% | +196.5% |
| All | +2,778.9% | +401.4% | +2,377.4% | +1,023.4% |
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