+217.5%
EMR vs MDB
+906.0%
-688.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +3.5% | -14.0% | +17.5% | +4.9% |
| 3M | +5.9% | -20.3% | +26.2% | +7.5% |
| 6M | +19.4% | +10.9% | +8.6% | +16.2% |
| YTD | +27.7% | -20.9% | +48.6% | +27.7% |
| 1Y | +30.9% | -11.2% | +42.1% | +29.0% |
| 3Y | +104.2% | -11.9% | +116.1% | +93.5% |
| 5Y | +89.6% | -40.2% | +129.8% | +76.5% |
| All | +217.5% | +906.0% | -688.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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