+62.9%
EMR vs MTB
+102.5%
-39.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +3.1% | +2.8% | +0.3% | +1.8% |
| 30D | -3.5% | -4.2% | +0.6% | -1.7% |
| 3M | +9.8% | +7.8% | +2.0% | +6.0% |
| 6M | +10.8% | +14.8% | -4.0% | +4.2% |
| YTD | +15.9% | +20.8% | -4.8% | +6.8% |
| 1Y | +16.4% | +23.1% | -6.7% | +6.2% |
| 3Y | +62.1% | +114.8% | -52.7% | +20.4% |
| 5Y | +62.9% | +103.3% | -40.4% | +20.2% |
| All | +62.9% | +102.5% | -39.5% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling