+15.0%
EEM vs MP
-35.7%
+50.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +5.9% | +1.8% |
| 7D | -3.0% | -12.5% | +9.6% | -0.6% |
| 30D | -10.3% | -23.3% | +13.0% | -6.1% |
| 3M | -6.6% | -24.4% | +17.7% | -2.4% |
| 6M | -3.4% | -45.8% | +42.4% | +5.9% |
| YTD | +13.2% | -28.9% | +42.1% | +18.9% |
| 1Y | +15.0% | -34.6% | +49.6% | +21.1% |
| All | +15.0% | -35.7% | +50.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling