+854.3%
EEM vs MTB
+469.1%
+385.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | +4.5% | -4.2% | +8.7% | +6.2% |
| 3M | -0.1% | +8.9% | -8.9% | -3.7% |
| 6M | +16.9% | +10.9% | +6.1% | +11.6% |
| YTD | +26.2% | +21.5% | +4.7% | +15.9% |
| 1Y | +40.5% | +21.9% | +18.6% | +28.5% |
| 3Y | +86.2% | +109.2% | -23.1% | +31.9% |
| 5Y | +45.5% | +102.0% | -56.5% | -0.5% |
| 10Y | +128.6% | +171.9% | -43.3% | +19.4% |
| All | +854.3% | +469.1% | +385.2% | +212.2% |
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