+83.4%
EMR vs MLM
+23.5%
+59.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | +3.8% | -3.6% | +7.4% | +5.6% |
| 6M | +10.5% | -15.6% | +26.1% | +20.4% |
| YTD | +23.7% | -16.4% | +40.1% | +35.5% |
| 1Y | +25.4% | -14.3% | +39.8% | +35.6% |
| 3Y | +86.6% | +19.3% | +67.2% | +67.9% |
| All | +83.4% | +23.5% | +59.8% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling