-19.5%
MDT vs EMB
+7.1%
-26.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.8% | -0.3% | +3.0% | +3.0% |
| 3M | +13.1% | -0.3% | +13.4% | +13.3% |
| 6M | +2.3% | +0.7% | +1.6% | +1.8% |
| YTD | -2.7% | +1.3% | -4.0% | -3.5% |
| 1Y | +0.9% | +4.7% | -3.8% | -2.3% |
| 3Y | +26.8% | +30.1% | -3.3% | +7.0% |
| 5Y | -19.5% | +6.9% | -26.3% | -21.4% |
| All | -19.5% | +7.1% | -26.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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