+94.0%
EEM vs MP
+450.8%
-356.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | +2.3% | -2.9% | +5.2% | +2.6% |
| 30D | +4.5% | +13.8% | -9.3% | +3.0% |
| 3M | -0.1% | -16.7% | +16.6% | +1.4% |
| 6M | +16.9% | -11.5% | +28.4% | +17.4% |
| YTD | +26.2% | +7.9% | +18.3% | +23.9% |
| 1Y | +40.5% | -15.0% | +55.5% | +39.4% |
| 3Y | +86.2% | +153.5% | -67.3% | +56.0% |
| 5Y | +45.5% | +58.7% | -13.2% | +25.8% |
| All | +94.0% | +450.8% | -356.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling