+226.7%
MDT vs EMB
+126.0%
+100.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.7% |
| 30D | +9.2% | +0.4% | +8.8% | +9.0% |
| 3M | +14.5% | -3.1% | +17.6% | +17.0% |
| 6M | +37.3% | -2.1% | +39.4% | +39.3% |
| YTD | +9.8% | -1.1% | +10.9% | +10.7% |
| 1Y | +10.5% | -0.1% | +10.6% | +10.6% |
| 3Y | +57.4% | +29.6% | +27.9% | +32.6% |
| 5Y | +1.2% | +7.2% | -6.0% | -3.7% |
| 10Y | +63.2% | +35.5% | +27.8% | +37.2% |
| All | +226.7% | +126.0% | +100.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling