+237.4%
MP vs EMR
+201.0%
+36.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -2.5% |
| 7D | -19.0% | -4.8% | -14.2% | -15.9% |
| 30D | -30.5% | +0.7% | -31.2% | -30.8% |
| 3M | -29.6% | +0.4% | -30.0% | -29.9% |
| 6M | -50.4% | +18.4% | -68.8% | -56.7% |
| YTD | -33.2% | +23.9% | -57.1% | -43.7% |
| 1Y | -38.6% | +24.7% | -63.3% | -48.4% |
| 3Y | +105.5% | +86.4% | +19.1% | +20.1% |
| 5Y | -7.8% | +83.3% | -91.2% | -46.2% |
| All | +237.4% | +201.0% | +36.4% | +56.3% |
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