+46.7%
EEM vs MULL
+1,230.7%
-1,184.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.2% |
| 7D | +2.7% | +24.5% | -21.9% | +0.1% |
| 30D | -5.4% | -35.5% | +30.1% | -2.6% |
| 3M | -8.6% | -44.8% | +36.2% | -5.1% |
| 6M | -8.9% | -45.5% | +36.6% | -9.4% |
| YTD | +11.9% | +232.5% | -220.6% | -7.6% |
| 1Y | +13.1% | +343.3% | -330.2% | -9.7% |
| All | +46.7% | +1,230.7% | -1,184.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling