+856.1%
EEM vs MKC
+589.9%
+266.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.1% | -4.3% | +7.4% | +5.1% |
| 30D | +4.9% | -2.0% | +6.9% | +5.5% |
| 3M | +5.2% | +10.0% | -4.8% | -0.7% |
| 6M | +20.7% | -18.5% | +39.2% | +30.4% |
| YTD | +26.5% | -22.4% | +48.9% | +38.8% |
| 1Y | +37.8% | -23.6% | +61.5% | +51.6% |
| 3Y | +91.0% | -30.4% | +121.4% | +113.4% |
| 5Y | +47.0% | -34.2% | +81.2% | +62.5% |
| 10Y | +125.6% | +26.8% | +98.8% | +41.7% |
| All | +856.1% | +589.9% | +266.1% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling