+128.5%
EEM vs MKC
+29.9%
+98.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | +2.1% | -3.1% | +5.2% | +2.6% |
| 3M | +1.0% | +5.2% | -4.2% | -0.5% |
| 6M | +15.9% | -12.8% | +28.7% | +18.7% |
| YTD | +24.6% | -23.3% | +47.9% | +31.0% |
| 1Y | +32.3% | -24.1% | +56.4% | +39.1% |
| 3Y | +85.9% | -32.1% | +118.0% | +98.9% |
| 5Y | +45.4% | -32.8% | +78.2% | +53.1% |
| All | +128.5% | +29.9% | +98.7% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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