+29.7%
EMB vs MDY
+175.0%
-145.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | -1.1% | -5.0% | +4.0% | +0.4% |
| 3M | -0.8% | +0.5% | -1.2% | -0.9% |
| 6M | -0.1% | +8.0% | -8.1% | -2.3% |
| YTD | +0.4% | +12.2% | -11.7% | -2.9% |
| 1Y | +3.3% | +14.0% | -10.7% | -0.7% |
| 3Y | +29.0% | +48.2% | -19.1% | +14.2% |
| 5Y | +6.3% | +46.1% | -39.7% | -6.5% |
| All | +29.7% | +175.0% | -145.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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