+2,812.9%
MMM vs EMR
+4,039.8%
-1,226.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | -3.3% | -1.5% | -1.8% | -2.7% |
| 30D | -7.0% | -5.6% | -1.4% | -4.6% |
| 3M | +10.8% | +7.9% | +2.9% | +6.4% |
| 6M | +5.8% | +6.0% | -0.3% | +2.0% |
| YTD | +6.8% | +16.4% | -9.7% | -2.0% |
| 1Y | +10.4% | +16.6% | -6.2% | +0.8% |
| 3Y | +104.7% | +62.9% | +41.8% | +57.4% |
| 5Y | +23.6% | +60.1% | -36.5% | -5.2% |
| 10Y | +54.1% | +268.7% | -214.6% | -22.9% |
| All | +2,812.9% | +4,039.8% | -1,226.9% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling