+254.1%
MP vs EMR
+200.5%
+53.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | -10.5% | -1.6% | -8.9% | -9.5% |
| 30D | -23.5% | +2.0% | -25.5% | -24.6% |
| 3M | -25.4% | +3.8% | -29.3% | -27.6% |
| 6M | -51.3% | +10.5% | -61.8% | -55.1% |
| YTD | -29.9% | +23.7% | -53.6% | -40.8% |
| 1Y | -31.8% | +25.4% | -57.2% | -43.1% |
| 3Y | +127.0% | +86.6% | +40.4% | +32.6% |
| 5Y | -3.3% | +83.0% | -86.3% | -43.5% |
| All | +254.1% | +200.5% | +53.6% | +64.2% |
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