+128.5%
EEM vs MDY
+177.2%
-48.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.7% |
| 7D | -1.3% | -1.9% | +0.6% | 0.0% |
| 30D | +2.1% | -4.6% | +6.7% | +5.5% |
| 3M | +1.0% | -1.2% | +2.3% | +2.0% |
| 6M | +15.9% | +9.2% | +6.7% | +9.8% |
| YTD | +24.6% | +13.1% | +11.6% | +15.4% |
| 1Y | +32.3% | +13.0% | +19.3% | +22.3% |
| 3Y | +85.9% | +49.2% | +36.7% | +40.2% |
| 5Y | +45.4% | +47.2% | -1.9% | +9.0% |
| All | +128.5% | +177.2% | -48.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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