+131.7%
EMB vs MDY
+466.4%
-334.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | -1.5% | +1.2% | 0.0% |
| 3M | -0.4% | +0.8% | -1.2% | -0.6% |
| 6M | +0.1% | +7.4% | -7.3% | -1.3% |
| YTD | +1.6% | +15.2% | -13.6% | -1.1% |
| 1Y | +5.6% | +16.5% | -10.9% | +2.5% |
| 3Y | +29.8% | +46.8% | -17.0% | +20.3% |
| 5Y | +7.3% | +46.0% | -38.8% | -1.1% |
| 10Y | +30.4% | +172.1% | -141.6% | +7.9% |
| All | +131.7% | +466.4% | -334.7% | +73.1% |
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