+23.0%
MMM vs EMR
+25.6%
-2.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.4% | +7.1% | +8.6% |
| 7D | +12.2% | +1.6% | +10.6% | +11.6% |
| 30D | +18.8% | +5.0% | +13.9% | +16.8% |
| 3M | +7.4% | +7.7% | -0.3% | +4.4% |
| 6M | +38.3% | +26.8% | +11.6% | +26.5% |
| YTD | +22.9% | +29.9% | -7.0% | +11.5% |
| 1Y | +23.0% | +25.7% | -2.7% | +12.4% |
| All | +23.0% | +25.6% | -2.6% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling