-32.6%
MP vs EMR
+28.6%
-61.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.8% |
| 7D | +9.5% | +2.5% | +7.0% | +7.2% |
| 30D | -3.0% | +3.3% | -6.3% | -5.4% |
| 3M | -30.4% | +1.7% | -32.0% | -31.3% |
| 6M | -39.2% | +21.7% | -60.9% | -49.0% |
| YTD | -23.3% | +26.8% | -50.1% | -41.1% |
| 1Y | -32.6% | +31.6% | -64.2% | -51.1% |
| All | -32.6% | +28.6% | -61.2% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling