+16.4%
EMR vs MDB
+9.1%
+7.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | -0.3% |
| 7D | +3.1% | -18.0% | +21.1% | +4.1% |
| 30D | -3.5% | -10.7% | +7.2% | -3.0% |
| 3M | +9.8% | +1.0% | +8.8% | +9.7% |
| 6M | +10.8% | +31.6% | -20.8% | +7.4% |
| YTD | +15.9% | -15.2% | +31.1% | +17.1% |
| 1Y | +16.4% | +10.1% | +6.3% | +14.5% |
| All | +16.4% | +9.1% | +7.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling