+3,099.6%
MMM vs EMR
+4,298.0%
-1,198.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +6.2% | -1.6% | +7.8% | +7.1% |
| 30D | +14.2% | +2.0% | +12.2% | +13.2% |
| 3M | +2.9% | +3.8% | -0.9% | +0.9% |
| 6M | +27.6% | +10.5% | +17.0% | +20.8% |
| YTD | +17.3% | +23.7% | -6.4% | +4.5% |
| 1Y | +15.1% | +25.4% | -10.3% | +1.7% |
| 3Y | +157.1% | +86.6% | +70.6% | +85.3% |
| 5Y | +45.1% | +83.0% | -37.9% | +4.7% |
| 10Y | +83.9% | +319.5% | -235.6% | -13.3% |
| All | +3,099.6% | +4,298.0% | -1,198.4% | +457.6% |
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