+82.6%
EEM vs MDB
+1,017.4%
-934.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | +2.3% | -17.4% | +19.8% | +4.5% |
| 30D | +4.5% | -2.0% | +6.6% | +4.4% |
| 3M | -0.1% | -3.0% | +2.9% | -0.4% |
| 6M | +16.9% | +48.7% | -31.7% | +9.9% |
| YTD | +26.2% | -12.1% | +38.4% | +25.5% |
| 1Y | +40.5% | +14.5% | +26.0% | +34.8% |
| 3Y | +86.2% | -6.1% | +92.3% | +74.7% |
| 5Y | +45.5% | -27.3% | +72.8% | +31.5% |
| All | +82.6% | +1,017.4% | -934.8% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling