+36.4%
EEM vs MDB
+10.8%
+25.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +2.0% | -4.5% | +6.5% | +2.3% |
| 30D | +5.1% | -14.0% | +19.1% | +6.0% |
| 3M | +4.6% | +5.3% | -0.7% | +3.6% |
| 6M | +17.8% | +31.9% | -14.1% | +13.6% |
| YTD | +25.8% | -14.6% | +40.4% | +25.5% |
| 1Y | +36.4% | +8.2% | +28.2% | +32.8% |
| All | +36.4% | +10.8% | +25.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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