+22.4%
EMR vs MULL
+2,337.2%
-2,314.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -0.4% | -8.4% | +8.0% | +0.3% |
| 30D | -6.8% | +9.7% | -16.5% | -7.9% |
| 3M | +7.5% | -26.8% | +34.2% | +6.6% |
| 6M | +9.9% | +220.7% | -210.8% | -9.7% |
| YTD | +16.0% | +509.0% | -493.1% | -13.5% |
| 1Y | +12.4% | +1,739.5% | -1,727.1% | -29.9% |
| All | +22.4% | +2,337.2% | -2,314.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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