+121.1%
EEM vs MAR
+529.3%
-408.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.7% | +1.6% | +1.1% | +2.2% |
| 30D | -5.4% | +13.8% | -19.2% | -9.0% |
| 3M | -8.6% | +20.3% | -28.9% | -13.6% |
| 6M | -8.9% | +21.3% | -30.2% | -14.4% |
| YTD | +11.9% | +37.2% | -25.3% | +1.1% |
| 1Y | +13.1% | +48.4% | -35.4% | -0.4% |
| 3Y | +70.7% | +120.1% | -49.5% | +31.3% |
| 5Y | +31.8% | +182.1% | -150.3% | -7.8% |
| All | +121.1% | +529.3% | -408.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling