+109.8%
EMR vs MDB
-12.1%
+121.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.2% | +3.9% |
| 7D | +2.1% | -0.9% | +3.1% | +2.2% |
| 30D | +4.8% | -15.2% | +19.9% | +6.3% |
| 3M | +7.5% | -17.9% | +25.4% | +8.8% |
| 6M | +20.9% | +9.3% | +11.5% | +17.4% |
| YTD | +29.2% | -22.0% | +51.2% | +29.8% |
| 1Y | +33.0% | -9.3% | +42.3% | +30.6% |
| 3Y | +109.8% | -10.4% | +120.1% | +92.9% |
| All | +109.8% | -12.1% | +121.9% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling