+327.3%
EEM vs MPWR
+14,560.0%
-14,232.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.3% | +4.5% | -2.9% |
| 7D | -7.4% | -5.6% | -1.8% | -6.1% |
| 30D | -15.0% | -23.2% | +8.3% | -8.7% |
| 3M | -11.7% | -15.8% | +4.1% | -8.0% |
| 6M | -10.8% | -28.5% | +17.8% | -3.5% |
| YTD | +6.7% | +25.5% | -18.8% | -2.2% |
| 1Y | +7.4% | +13.9% | -6.5% | +0.9% |
| 3Y | +62.1% | +134.6% | -72.5% | +13.6% |
| 5Y | +28.2% | +114.8% | -86.6% | -14.8% |
| 10Y | +101.2% | +1,499.3% | -1,398.1% | -33.0% |
| All | +327.3% | +14,560.0% | -14,232.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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