+125.6%
EMB vs MDY
+452.3%
-326.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.3% |
| 30D | +0.4% | +2.0% | -1.6% | 0.0% |
| 3M | -3.1% | -5.6% | +2.5% | -2.1% |
| 6M | -2.1% | +1.3% | -3.3% | -2.4% |
| YTD | -1.1% | +12.3% | -13.4% | -3.3% |
| 1Y | -0.1% | +15.8% | -15.8% | -2.9% |
| 3Y | +29.6% | +56.5% | -26.9% | +18.7% |
| 5Y | +7.2% | +35.1% | -27.9% | +0.1% |
| 10Y | +35.5% | +167.4% | -131.9% | +12.5% |
| All | +125.6% | +452.3% | -326.7% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling