+280.4%
EMR vs MKC
+25.8%
+254.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +2.8% | -3.0% | +5.8% | +3.5% |
| 30D | +3.7% | +4.8% | -1.2% | +2.4% |
| 3M | +2.0% | -12.8% | +14.9% | +4.9% |
| 6M | +22.1% | +5.0% | +17.1% | +19.5% |
| YTD | +27.2% | -29.1% | +56.3% | +36.6% |
| 1Y | +32.0% | -26.4% | +58.4% | +40.3% |
| 3Y | +103.3% | -21.6% | +124.9% | +108.6% |
| 5Y | +88.2% | -35.2% | +123.5% | +101.5% |
| All | +280.4% | +25.8% | +254.6% | +254.3% |
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