+44.6%
EEM vs MP
+58.1%
-13.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | +2.3% | -2.9% | +5.2% | +2.7% |
| 30D | +4.5% | +13.8% | -9.3% | +2.7% |
| 3M | -0.1% | -16.7% | +16.6% | +1.6% |
| 6M | +16.9% | -11.5% | +28.4% | +17.4% |
| YTD | +26.2% | +7.9% | +18.3% | +23.5% |
| 1Y | +40.5% | -15.0% | +55.5% | +39.1% |
| 3Y | +86.2% | +153.5% | -67.3% | +49.4% |
| All | +44.6% | +58.1% | -13.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling