+854.3%
EEM vs MDT
+224.3%
+629.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | +2.3% | +3.2% | -0.9% | +0.7% |
| 30D | +4.5% | +9.5% | -5.0% | -0.4% |
| 3M | -0.1% | +16.0% | -16.0% | -8.3% |
| 6M | +16.9% | +0.2% | +16.7% | +15.3% |
| YTD | +26.2% | -0.3% | +26.5% | +24.4% |
| 1Y | +40.5% | +4.7% | +35.8% | +34.4% |
| 3Y | +86.2% | +26.5% | +59.6% | +57.2% |
| 5Y | +45.5% | -18.2% | +63.7% | +52.6% |
| 10Y | +128.6% | +40.0% | +88.6% | +65.2% |
| All | +854.3% | +224.3% | +629.9% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling