+65.8%
EMR vs MKC
-34.7%
+100.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.9% | -4.3% | +5.2% | +1.6% |
| 30D | -5.0% | -3.1% | -1.8% | -4.5% |
| 3M | +5.9% | +6.8% | -0.9% | +4.5% |
| 6M | +7.3% | -18.3% | +25.7% | +11.2% |
| YTD | +14.6% | -23.1% | +37.6% | +19.8% |
| 1Y | +15.6% | -23.7% | +39.3% | +20.9% |
| 3Y | +60.2% | -31.0% | +91.2% | +71.2% |
| 5Y | +65.8% | -33.5% | +99.4% | +74.4% |
| All | +65.8% | -34.7% | +100.5% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling