+856.1%
EEM vs MDY
+1,105.2%
-249.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.8% |
| 7D | +3.1% | +1.0% | +2.1% | +2.0% |
| 30D | +4.9% | -3.1% | +8.0% | +8.2% |
| 3M | +5.2% | +1.8% | +3.4% | +3.5% |
| 6M | +20.7% | +10.8% | +9.9% | +9.7% |
| YTD | +26.5% | +14.4% | +12.0% | +11.3% |
| 1Y | +37.8% | +15.2% | +22.6% | +20.2% |
| 3Y | +91.0% | +51.2% | +39.8% | +22.9% |
| 5Y | +47.0% | +47.2% | -0.2% | -6.4% |
| 10Y | +125.6% | +171.1% | -45.5% | -33.0% |
| All | +856.1% | +1,105.2% | -249.1% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling