+274.5%
MP vs EMR
+209.0%
+65.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +11.0% | +2.7% | +8.3% | +8.9% |
| 30D | -11.7% | +2.1% | -13.8% | -12.9% |
| 3M | -30.8% | +2.3% | -33.0% | -32.0% |
| 6M | -42.9% | +22.5% | -65.4% | -51.4% |
| YTD | -25.9% | +27.2% | -53.1% | -38.7% |
| 1Y | -37.3% | +28.0% | -65.3% | -48.3% |
| 3Y | +150.7% | +103.4% | +47.2% | +37.6% |
| 5Y | -19.3% | +88.2% | -107.4% | -53.8% |
| All | +274.5% | +209.0% | +65.5% | +70.2% |
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