+184.9%
EMR vs MDB
+986.0%
-801.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.9% | -4.5% | +5.4% | +1.4% |
| 30D | -5.0% | -14.0% | +9.0% | -3.7% |
| 3M | +5.9% | +5.3% | +0.6% | +4.7% |
| 6M | +7.3% | +31.9% | -24.6% | +2.8% |
| YTD | +14.6% | -14.6% | +29.2% | +14.3% |
| 1Y | +15.6% | +8.2% | +7.4% | +12.1% |
| 3Y | +60.2% | -5.0% | +65.2% | +51.0% |
| 5Y | +65.8% | -24.5% | +90.4% | +51.3% |
| All | +184.9% | +986.0% | -801.1% | +83.8% |
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