+830.6%
EEM vs MCO
+2,430.1%
-1,599.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.5% |
| 7D | -0.7% | -7.3% | +6.6% | +2.8% |
| 30D | +2.4% | -1.7% | +4.1% | +3.0% |
| 3M | +4.2% | +3.9% | +0.2% | +1.4% |
| 6M | +14.8% | +3.8% | +11.0% | +11.4% |
| YTD | +23.1% | -7.9% | +31.0% | +25.2% |
| 1Y | +32.5% | -6.8% | +39.4% | +33.4% |
| 3Y | +85.9% | +40.9% | +45.0% | +50.0% |
| 5Y | +43.6% | +27.5% | +16.1% | +18.1% |
| 10Y | +127.2% | +381.4% | -254.2% | -8.0% |
| All | +830.6% | +2,430.1% | -1,599.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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