+1,923.0%
EMR vs MDY
+2,662.7%
-739.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | -5.6% | -1.5% | -4.1% | -4.3% |
| 3M | +7.9% | +0.8% | +7.2% | +7.5% |
| 6M | +6.0% | +7.4% | -1.4% | +0.2% |
| YTD | +16.4% | +15.2% | +1.3% | +3.8% |
| 1Y | +16.6% | +16.5% | +0.1% | +3.0% |
| 3Y | +62.9% | +46.8% | +16.1% | +18.1% |
| 5Y | +60.1% | +46.0% | +14.1% | +15.5% |
| 10Y | +268.8% | +172.1% | +96.7% | +59.0% |
| All | +1,923.0% | +2,662.7% | -739.7% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling