+445.3%
MP vs EMR
+182.9%
+262.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | 0.0% |
| 7D | -2.9% | -1.5% | -1.3% | -1.7% |
| 30D | +13.8% | -5.6% | +19.4% | +19.0% |
| 3M | -16.7% | +7.9% | -24.6% | -21.7% |
| 6M | -11.5% | +6.0% | -17.5% | -15.7% |
| YTD | +7.9% | +16.4% | -8.5% | -4.4% |
| 1Y | -15.0% | +16.6% | -31.7% | -25.5% |
| 3Y | +153.5% | +62.9% | +90.6% | +65.7% |
| 5Y | +58.7% | +60.1% | -1.4% | +0.5% |
| All | +445.3% | +182.9% | +262.4% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling