+4,282.2%
EMR vs MKC
+3,031.2%
+1,251.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.7% | -7.3% | +9.9% | +4.7% |
| 30D | +2.1% | +4.0% | -1.9% | +0.8% |
| 3M | +2.3% | -11.5% | +13.7% | +5.1% |
| 6M | +22.5% | +1.1% | +21.4% | +20.9% |
| YTD | +27.2% | -29.9% | +57.1% | +37.5% |
| 1Y | +28.0% | -27.0% | +55.0% | +36.8% |
| 3Y | +103.4% | -22.3% | +125.8% | +110.6% |
| 5Y | +88.2% | -36.0% | +124.2% | +103.0% |
| 10Y | +280.3% | +24.2% | +256.1% | +233.2% |
| All | +4,282.2% | +3,031.2% | +1,251.0% | +1,903.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling