+32.0%
EMR vs MULL
+322.2%
-290.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.4% |
| 7D | +2.8% | +24.5% | -21.7% | +1.1% |
| 30D | +3.7% | -35.5% | +39.2% | +5.5% |
| 3M | +2.0% | -44.8% | +46.8% | +4.3% |
| 6M | +22.1% | -45.5% | +67.6% | +20.9% |
| YTD | +27.2% | +232.5% | -205.3% | +9.9% |
| 1Y | +32.0% | +343.3% | -311.2% | +11.2% |
| All | +32.0% | +322.2% | -290.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling