-11.6%
EEM vs MP
-49.0%
+37.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.0% |
| 7D | -2.8% | -10.5% | +7.7% | -0.2% |
| 30D | -11.9% | -23.5% | +11.6% | -6.2% |
| 3M | -8.8% | -25.4% | +16.7% | -3.2% |
| 6M | -11.6% | -51.3% | +39.6% | +2.6% |
| All | -11.6% | -49.0% | +37.4% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling