+263.6%
EMR vs MKC
+29.3%
+234.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.6% |
| 30D | -9.4% | -3.4% | -6.0% | -8.8% |
| 3M | +8.6% | +3.8% | +4.8% | +7.2% |
| 6M | +6.7% | -17.9% | +24.6% | +11.3% |
| YTD | +13.1% | -23.6% | +36.7% | +19.7% |
| 1Y | +12.7% | -23.1% | +35.8% | +18.8% |
| 3Y | +58.1% | -31.5% | +89.6% | +70.1% |
| 5Y | +63.6% | -33.1% | +96.7% | +74.9% |
| All | +263.6% | +29.3% | +234.3% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling