+87.7%
EEM vs MDT
+26.2%
+61.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +5.1% | +2.8% | +2.3% | +4.7% |
| 3M | +4.6% | +13.1% | -8.5% | +2.6% |
| 6M | +17.8% | +2.3% | +15.4% | +18.5% |
| YTD | +25.8% | -2.7% | +28.5% | +27.7% |
| 1Y | +36.4% | +0.9% | +35.5% | +37.2% |
| All | +87.7% | +26.2% | +61.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling