+43.6%
EEM vs MKC
-33.9%
+77.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.5% |
| 30D | +2.4% | -3.4% | +5.8% | +2.6% |
| 3M | +4.2% | +3.8% | +0.4% | +3.6% |
| 6M | +14.8% | -17.9% | +32.7% | +17.5% |
| YTD | +23.1% | -23.6% | +46.7% | +27.1% |
| 1Y | +32.5% | -23.1% | +55.6% | +36.5% |
| 3Y | +85.9% | -31.5% | +117.4% | +94.0% |
| 5Y | +43.6% | -33.1% | +76.6% | +49.5% |
| All | +43.6% | -33.9% | +77.5% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling