+2,162.0%
EMR vs MLM
+2,961.7%
-799.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | -5.6% | -6.8% | +1.2% | -2.9% |
| 3M | +7.9% | -11.2% | +19.2% | +13.0% |
| 6M | +6.0% | -21.8% | +27.9% | +17.0% |
| YTD | +16.4% | -17.0% | +33.4% | +25.3% |
| 1Y | +16.6% | -16.4% | +33.0% | +25.1% |
| 3Y | +62.9% | +14.5% | +48.4% | +53.1% |
| 5Y | +60.1% | +41.7% | +18.3% | +36.4% |
| 10Y | +268.8% | +200.0% | +68.7% | +127.2% |
| All | +2,162.0% | +2,961.7% | -799.7% | +567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling