+280.4%
EMR vs MTB
+115.1%
+165.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.1% |
| 30D | +3.7% | +2.3% | +1.3% | +2.4% |
| 3M | +2.0% | -12.1% | +14.2% | +9.1% |
| 6M | +22.1% | +9.8% | +12.3% | +15.9% |
| YTD | +27.2% | +12.0% | +15.2% | +19.8% |
| 1Y | +32.0% | +22.0% | +10.0% | +18.8% |
| 3Y | +103.3% | +107.6% | -4.3% | +37.7% |
| 5Y | +88.2% | +61.9% | +26.4% | +37.7% |
| All | +280.4% | +115.1% | +165.3% | +119.2% |
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