+32.3%
EEM vs MDT
+1.7%
+30.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.2% |
| 7D | -1.3% | -3.4% | +2.2% | -1.4% |
| 30D | +2.1% | +0.2% | +1.9% | +2.1% |
| 3M | +1.0% | +14.3% | -13.2% | +1.2% |
| 6M | +15.9% | +4.0% | +11.9% | +19.8% |
| YTD | +24.6% | -3.7% | +28.3% | +29.6% |
| 1Y | +32.3% | -0.4% | +32.6% | +37.9% |
| All | +32.3% | +1.7% | +30.5% | +37.9% |
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