+3,159.7%
MMM vs EMR
+4,492.2%
-1,332.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -0.2% |
| 7D | +5.8% | +2.1% | +3.6% | +4.8% |
| 30D | +17.9% | +4.8% | +13.2% | +15.4% |
| 3M | +3.6% | +7.5% | -3.9% | -0.1% |
| 6M | +32.9% | +20.9% | +12.0% | +20.7% |
| YTD | +19.5% | +29.2% | -9.7% | +4.3% |
| 1Y | +16.5% | +33.0% | -16.4% | +0.2% |
| 3Y | +167.2% | +109.8% | +57.4% | +82.5% |
| 5Y | +48.2% | +91.9% | -43.7% | +4.6% |
| 10Y | +83.0% | +301.5% | -218.5% | -12.0% |
| All | +3,159.7% | +4,492.2% | -1,332.5% | +456.5% |
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 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