+10.1%
MMM vs EMR
+29.1%
-19.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +2.8% | -3.2% | -1.5% |
| 30D | +12.1% | +3.7% | +8.5% | +10.7% |
| 3M | +1.4% | +2.0% | -0.6% | +0.6% |
| 6M | +26.6% | +22.1% | +4.5% | +16.9% |
| YTD | +16.8% | +27.2% | -10.4% | +4.2% |
| 1Y | +10.1% | +32.0% | -21.9% | -3.5% |
| All | +10.1% | +29.1% | -19.0% | -3.5% |
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