+30.9%
EEM vs MDLN
-2.7%
+33.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +2.0% | -6.2% | +8.2% | +2.2% |
| 30D | +5.1% | +0.7% | +4.4% | +5.0% |
| 3M | +4.6% | -5.4% | +10.0% | +4.2% |
| 6M | +17.8% | -21.6% | +39.3% | +18.9% |
| YTD | +25.8% | -18.9% | +44.7% | +28.3% |
| All | +30.9% | -2.7% | +33.6% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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