+125.7%
EEM vs MDT
+40.9%
+84.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +2.4% | +1.0% | +1.4% | +1.9% |
| 3M | +4.2% | +15.2% | -11.0% | -1.8% |
| 6M | +14.8% | +3.7% | +11.1% | +12.5% |
| YTD | +23.1% | -3.0% | +26.1% | +23.5% |
| 1Y | +32.5% | +2.5% | +30.1% | +29.8% |
| 3Y | +85.9% | +26.5% | +59.4% | +64.4% |
| 5Y | +43.6% | -18.3% | +61.9% | +51.8% |
| All | +125.7% | +40.9% | +84.8% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling