+311.3%
EMR vs MLM
+185.4%
+125.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.8% |
| 7D | -1.6% | -4.1% | +2.5% | +0.7% |
| 30D | +2.0% | +8.2% | -6.2% | -2.5% |
| 3M | +3.8% | -3.6% | +7.4% | +5.5% |
| 6M | +10.5% | -15.6% | +26.1% | +20.1% |
| YTD | +23.7% | -16.4% | +40.1% | +35.2% |
| 1Y | +25.4% | -14.3% | +39.8% | +35.3% |
| 3Y | +86.6% | +19.3% | +67.2% | +67.2% |
| 5Y | +83.0% | +29.6% | +53.4% | +52.9% |
| All | +311.3% | +185.4% | +125.9% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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