-0.7%
MDT vs EMR
+87.7%
-88.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.7% | +2.7% | -6.3% | -4.2% |
| 30D | +8.6% | +2.1% | +6.5% | +8.0% |
| 3M | +12.2% | +2.3% | +9.9% | +11.5% |
| 6M | +33.7% | +22.5% | +11.2% | +27.1% |
| YTD | +7.8% | +27.2% | -19.4% | +0.6% |
| 1Y | +8.9% | +28.0% | -19.1% | +1.4% |
| 3Y | +57.6% | +103.4% | -45.8% | +23.7% |
| 5Y | -0.7% | +88.2% | -88.8% | -20.1% |
| All | -0.7% | +87.7% | -88.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling