+280.6%
EMR vs MTB
+114.2%
+166.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.0% | -2.0% | 0.0% | -0.9% |
| 30D | +2.8% | +0.1% | +2.7% | +2.8% |
| 3M | +2.0% | -12.1% | +14.1% | +9.0% |
| 6M | +20.7% | +7.3% | +13.4% | +16.0% |
| YTD | +27.3% | +11.5% | +15.8% | +20.1% |
| 1Y | +31.0% | +21.3% | +9.7% | +18.3% |
| 3Y | +103.6% | +104.1% | -0.5% | +39.1% |
| 5Y | +88.6% | +61.8% | +26.7% | +38.0% |
| All | +280.6% | +114.2% | +166.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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