+2,210.2%
EMR vs MCO
+7,504.3%
-5,294.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +3.1% | -2.7% | +5.8% | +4.1% |
| 30D | -3.5% | +0.9% | -4.5% | -4.0% |
| 3M | +9.8% | +8.7% | +1.1% | +5.6% |
| 6M | +10.8% | +2.4% | +8.4% | +8.8% |
| YTD | +15.9% | -5.2% | +21.1% | +16.6% |
| 1Y | +16.4% | -4.4% | +20.8% | +16.4% |
| 3Y | +62.1% | +45.1% | +17.0% | +37.0% |
| 5Y | +62.9% | +31.5% | +31.4% | +40.8% |
| 10Y | +267.8% | +380.7% | -113.0% | +94.6% |
| All | +2,210.2% | +7,504.3% | -5,294.1% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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