+70.1%
MDT vs EMR
+279.2%
-209.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.0% | +2.8% | -1.8% | 0.0% |
| 30D | +9.2% | +3.7% | +5.5% | +7.6% |
| 3M | +14.5% | +2.0% | +12.5% | +13.3% |
| 6M | +37.3% | +22.1% | +15.2% | +26.2% |
| YTD | +9.8% | +27.2% | -17.4% | -2.0% |
| 1Y | +10.5% | +32.0% | -21.5% | -2.9% |
| 3Y | +57.4% | +103.3% | -45.8% | +10.1% |
| 5Y | +1.2% | +88.2% | -87.1% | -28.2% |
| All | +70.1% | +279.2% | -209.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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