+65.2%
EMR vs MKTX
-60.5%
+125.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -9.4% | +0.8% | -10.3% | -9.5% |
| 3M | +8.6% | +41.1% | -32.6% | +3.5% |
| 6M | +6.7% | -9.5% | +16.2% | +8.1% |
| YTD | +13.1% | -8.7% | +21.7% | +14.3% |
| 1Y | +12.7% | -10.0% | +22.7% | +14.0% |
| 3Y | +58.1% | -24.6% | +82.7% | +61.2% |
| All | +65.2% | -60.5% | +125.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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