+264.6%
MP vs EMR
+210.2%
+54.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.5% |
| 7D | -3.6% | +0.7% | -4.3% | -4.1% |
| 30D | -21.0% | +3.5% | -24.5% | -22.9% |
| 3M | -33.3% | +5.9% | -39.2% | -36.2% |
| 6M | -45.9% | +19.4% | -65.4% | -53.0% |
| YTD | -27.8% | +27.7% | -55.5% | -40.5% |
| 1Y | -43.2% | +30.9% | -74.1% | -54.0% |
| 3Y | +144.0% | +104.2% | +39.9% | +33.6% |
| 5Y | -6.1% | +89.6% | -95.7% | -46.5% |
| All | +264.6% | +210.2% | +54.4% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling