+62.7%
EMR vs MDB
-28.4%
+91.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.1% |
| 7D | -1.5% | -17.4% | +15.9% | +0.2% |
| 30D | -5.6% | -2.0% | -3.6% | -5.7% |
| 3M | +7.9% | -3.0% | +10.9% | +7.7% |
| 6M | +6.0% | +48.7% | -42.7% | +0.2% |
| YTD | +16.4% | -12.1% | +28.6% | +16.0% |
| 1Y | +16.6% | +14.5% | +2.1% | +12.5% |
| 3Y | +62.9% | -6.1% | +69.0% | +53.2% |
| All | +62.7% | -28.4% | +91.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling