+15.0%
EEM vs MDT
+20.2%
-5.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.3% | +1.4% |
| 7D | -3.0% | +10.7% | -13.7% | -2.1% |
| 30D | -10.3% | +19.3% | -29.7% | -8.9% |
| 3M | -6.6% | +22.8% | -29.4% | -5.0% |
| 6M | -3.4% | +36.4% | -39.7% | -1.6% |
| YTD | +13.2% | +12.1% | +1.2% | +19.8% |
| 1Y | +15.0% | +19.9% | -4.9% | +21.4% |
| All | +15.0% | +20.2% | -5.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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