+6.9%
EMB vs MDY
+45.8%
-39.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -0.3% | -3.9% | +3.6% | +0.9% |
| 3M | -0.3% | 0.0% | -0.2% | -0.3% |
| 6M | +0.7% | +8.5% | -7.8% | -1.7% |
| YTD | +1.3% | +13.2% | -12.0% | -2.5% |
| 1Y | +4.7% | +15.0% | -10.3% | +0.3% |
| 3Y | +30.1% | +49.6% | -19.5% | +13.4% |
| 5Y | +6.9% | +46.0% | -39.2% | -7.9% |
| All | +6.9% | +45.8% | -39.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling