+3,912.1%
EMR vs MTB
+8,294.1%
-4,382.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -1.5% | +1.7% | -3.2% | -2.2% |
| 30D | -5.6% | -4.2% | -1.4% | -3.9% |
| 3M | +7.9% | +8.9% | -0.9% | +3.9% |
| 6M | +6.0% | +10.9% | -4.8% | +1.4% |
| YTD | +16.4% | +21.5% | -5.0% | +7.1% |
| 1Y | +16.6% | +21.9% | -5.3% | +6.9% |
| 3Y | +62.9% | +109.2% | -46.4% | +17.7% |
| 5Y | +60.1% | +102.0% | -41.9% | +13.1% |
| 10Y | +268.7% | +171.9% | +96.8% | +123.9% |
| All | +3,912.1% | +8,294.1% | -4,382.0% | +767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling