+189.8%
MU vs EMR
+32.0%
+157.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.8% | +2.2% |
| 7D | -12.0% | +2.1% | -14.2% | -13.2% |
| 30D | -28.7% | +4.8% | -33.5% | -31.1% |
| 3M | -16.4% | +7.5% | -23.9% | -21.3% |
| 6M | -1.8% | +20.9% | -22.7% | -15.2% |
| YTD | +157.1% | +29.2% | +127.9% | +87.3% |
| All | +189.8% | +32.0% | +157.7% | +107.2% |
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 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