+38.0%
MDT vs EMR
+274.4%
-236.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | +1.0% | -9.4% | +10.5% | +4.7% |
| 3M | +15.2% | +8.6% | +6.6% | +11.1% |
| 6M | +3.7% | +6.7% | -3.0% | 0.0% |
| YTD | -3.0% | +13.1% | -16.0% | -9.2% |
| 1Y | +2.5% | +12.7% | -10.3% | -4.5% |
| 3Y | +26.5% | +58.1% | -31.6% | -1.5% |
| 5Y | -18.3% | +63.6% | -81.9% | -38.6% |
| All | +38.0% | +274.4% | -236.4% | -26.9% |
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