-19.5%
MDT vs EMR
+60.6%
-80.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | +2.8% | -5.0% | +7.7% | +3.9% |
| 3M | +13.1% | +5.9% | +7.2% | +11.2% |
| 6M | +2.3% | +7.3% | -5.0% | 0.0% |
| YTD | -2.7% | +14.6% | -17.2% | -7.0% |
| 1Y | +0.9% | +15.6% | -14.8% | -4.2% |
| 3Y | +26.8% | +60.2% | -33.3% | +6.7% |
| 5Y | -19.5% | +65.8% | -85.3% | -34.3% |
| All | -19.5% | +60.6% | -80.1% | -34.3% |
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