+746.2%
EEM vs MTB
+424.7%
+321.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.7% | +1.5% | +1.1% | +2.1% |
| 30D | -5.4% | +2.3% | -7.7% | -6.3% |
| 3M | -8.6% | -12.1% | +3.5% | -4.0% |
| 6M | -8.9% | +9.8% | -18.7% | -12.7% |
| YTD | +11.9% | +12.0% | -0.1% | +6.1% |
| 1Y | +13.1% | +22.0% | -9.0% | +3.4% |
| 3Y | +70.7% | +107.6% | -37.0% | +21.5% |
| 5Y | +31.8% | +61.9% | -30.1% | -0.7% |
| 10Y | +119.5% | +116.3% | +3.2% | +27.8% |
| All | +746.2% | +424.7% | +321.5% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling