+47.0%
EEM vs MDB
-26.9%
+73.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.6% | +0.6% |
| 7D | +3.1% | -18.0% | +21.1% | +5.1% |
| 30D | +4.9% | -10.7% | +15.6% | +5.8% |
| 3M | +5.2% | +1.0% | +4.3% | +4.4% |
| 6M | +20.7% | +31.6% | -10.9% | +15.7% |
| YTD | +26.5% | -15.2% | +41.6% | +26.3% |
| 1Y | +37.8% | +10.1% | +27.7% | +33.3% |
| 3Y | +91.0% | -5.6% | +96.6% | +80.0% |
| 5Y | +47.0% | -24.5% | +71.6% | +31.0% |
| All | +47.0% | -26.9% | +73.9% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling