+107.2%
EEM vs MUB
+77.1%
+30.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.0% |
| 7D | +5.3% | -0.8% | +6.1% | +5.8% |
| 30D | -7.0% | +2.4% | -9.4% | -8.3% |
| 3M | -8.0% | -1.1% | -6.9% | -7.4% |
| 6M | -6.6% | -1.0% | -5.6% | -6.0% |
| YTD | +12.3% | -0.3% | +12.6% | +12.7% |
| 1Y | +12.2% | 0.0% | +12.2% | +12.4% |
| 3Y | +71.2% | +10.2% | +61.1% | +62.8% |
| 5Y | +32.2% | +2.9% | +29.3% | +29.8% |
| 10Y | +120.3% | +21.9% | +98.4% | +108.0% |
| All | +107.2% | +77.1% | +30.1% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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