+280.3%
EMR vs MLM
+140.0%
+140.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | +2.7% | -2.0% | +4.6% | +3.8% |
| 30D | +2.1% | +9.5% | -7.4% | -3.0% |
| 3M | +2.3% | -4.7% | +7.0% | +4.7% |
| 6M | +22.5% | -10.7% | +33.2% | +29.1% |
| YTD | +27.2% | -16.6% | +43.8% | +39.2% |
| 1Y | +28.0% | -15.4% | +43.4% | +39.1% |
| 3Y | +103.4% | +15.9% | +87.5% | +85.1% |
| 5Y | +88.2% | +27.1% | +61.0% | +58.8% |
| All | +280.3% | +140.0% | +140.3% | +108.6% |
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