+856.1%
EEM vs MAR
+2,532.2%
-1,676.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.3% |
| 7D | +3.1% | -1.7% | +4.8% | +3.9% |
| 30D | +4.9% | -6.9% | +11.8% | +8.3% |
| 3M | +5.2% | -15.8% | +21.1% | +13.4% |
| 6M | +20.7% | +1.9% | +18.8% | +18.7% |
| YTD | +26.5% | +6.6% | +19.9% | +21.1% |
| 1Y | +37.8% | +23.7% | +14.2% | +22.3% |
| 3Y | +91.0% | +64.6% | +26.4% | +43.9% |
| 5Y | +47.0% | +156.4% | -109.3% | -14.8% |
| 10Y | +125.6% | +415.4% | -289.8% | -24.8% |
| All | +856.1% | +2,532.2% | -1,676.2% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling