+128.5%
EEM vs MTB
+173.8%
-45.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | +2.1% | -4.8% | +6.9% | +3.3% |
| 3M | +1.0% | +6.0% | -4.9% | -0.7% |
| 6M | +15.9% | +19.6% | -3.7% | +10.4% |
| YTD | +24.6% | +21.5% | +3.2% | +18.1% |
| 1Y | +32.3% | +24.7% | +7.6% | +24.3% |
| 3Y | +85.9% | +108.6% | -22.7% | +49.6% |
| 5Y | +45.4% | +106.7% | -61.4% | +14.3% |
| All | +128.5% | +173.8% | -45.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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