+103.3%
EMR vs MDY
+56.8%
+46.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.2% |
| 7D | +2.8% | +2.3% | +0.6% | +0.1% |
| 30D | +3.7% | +2.0% | +1.7% | +1.2% |
| 3M | +2.0% | -5.6% | +7.7% | +9.7% |
| 6M | +22.1% | +1.3% | +20.8% | +20.9% |
| YTD | +27.2% | +12.3% | +14.9% | +13.0% |
| 1Y | +32.0% | +15.8% | +16.2% | +13.5% |
| 3Y | +103.3% | +56.5% | +46.8% | +38.8% |
| All | +103.3% | +56.8% | +46.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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