+19.3%
EMR vs MULL
+2,366.2%
-2,346.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.3% | +8.0% | -0.5% |
| 7D | -1.2% | +3.6% | -4.8% | -1.6% |
| 30D | -9.4% | +22.0% | -31.5% | -11.4% |
| 3M | +8.6% | -8.6% | +17.2% | +5.3% |
| 6M | +6.7% | +248.5% | -241.8% | -13.0% |
| YTD | +13.1% | +516.3% | -503.2% | -15.8% |
| 1Y | +12.7% | +2,036.6% | -2,023.9% | -31.2% |
| All | +19.3% | +2,366.2% | -2,346.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling