+101.8%
EEM vs MGY
+210.4%
-108.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.8% |
| 30D | +2.1% | +5.3% | -3.2% | +1.2% |
| 3M | +1.0% | +2.6% | -1.6% | +0.2% |
| 6M | +15.9% | -3.3% | +19.2% | +15.5% |
| YTD | +24.6% | +29.2% | -4.6% | +17.8% |
| 1Y | +32.3% | +18.0% | +14.2% | +26.8% |
| 3Y | +85.9% | +30.0% | +55.9% | +72.4% |
| 5Y | +45.4% | +92.7% | -47.3% | +21.6% |
| All | +101.8% | +210.4% | -108.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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