+2,307.0%
EMR vs MLM
+3,039.4%
-732.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -2.5% |
| 7D | -4.8% | -1.2% | -3.5% | -4.3% |
| 30D | +0.7% | +7.9% | -7.2% | -2.5% |
| 3M | +0.4% | -4.5% | +4.9% | +2.1% |
| 6M | +18.4% | -12.6% | +31.0% | +24.5% |
| YTD | +23.9% | -14.9% | +38.8% | +31.8% |
| 1Y | +24.7% | -13.1% | +37.8% | +31.5% |
| 3Y | +86.4% | +21.2% | +65.2% | +71.3% |
| 5Y | +83.3% | +32.0% | +51.3% | +60.4% |
| 10Y | +320.2% | +195.3% | +124.8% | +159.9% |
| All | +2,307.0% | +3,039.4% | -732.5% | +601.5% |
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