+116.3%
MP vs EMR
+86.0%
+30.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -2.8% |
| 7D | -19.0% | -4.8% | -14.2% | -16.1% |
| 30D | -30.5% | +0.7% | -31.2% | -30.7% |
| 3M | -29.6% | +0.4% | -30.0% | -29.8% |
| 6M | -50.4% | +18.4% | -68.8% | -56.0% |
| YTD | -33.2% | +23.9% | -57.1% | -42.4% |
| 1Y | -38.6% | +24.7% | -63.3% | -47.2% |
| All | +116.3% | +86.0% | +30.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling