+94.4%
EEM vs MP
+459.3%
-364.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | 0.0% |
| 7D | +3.1% | +3.0% | +0.1% | +2.8% |
| 30D | +4.9% | +8.3% | -3.5% | +3.9% |
| 3M | +5.2% | -3.8% | +9.1% | +5.2% |
| 6M | +20.7% | -4.9% | +25.6% | +20.3% |
| YTD | +26.5% | +9.6% | +16.9% | +23.9% |
| 1Y | +37.8% | -11.7% | +49.6% | +36.3% |
| 3Y | +91.0% | +158.5% | -67.5% | +59.7% |
| 5Y | +47.0% | +68.9% | -21.9% | +26.6% |
| All | +94.4% | +459.3% | -364.9% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling