+34.6%
EEM vs MDB
-39.7%
+74.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.2% |
| 7D | +0.7% | +3.0% | -2.3% | +0.4% |
| 30D | -6.2% | -11.3% | +5.1% | -5.1% |
| 3M | -5.2% | -23.0% | +17.8% | -3.2% |
| 6M | -8.1% | +14.8% | -22.9% | -10.9% |
| YTD | +14.0% | -19.4% | +33.4% | +14.0% |
| 1Y | +13.8% | -9.0% | +22.8% | +12.0% |
| 3Y | +73.7% | -10.3% | +84.0% | +64.2% |
| 5Y | +34.6% | -38.4% | +72.9% | +22.2% |
| All | +34.6% | -39.7% | +74.3% | +22.2% |
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