+222.7%
MDT vs EMB
+127.3%
+95.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | +10.5% | +1.1% | +9.4% | +9.8% |
| 3M | +13.0% | -2.0% | +15.0% | +14.6% |
| 6M | +38.7% | -1.9% | +40.6% | +40.5% |
| YTD | +8.5% | -0.5% | +9.0% | +8.9% |
| 1Y | +10.0% | +0.1% | +10.0% | +10.0% |
| 3Y | +58.6% | +29.7% | +28.9% | +33.5% |
| 5Y | -0.3% | +8.1% | -8.4% | -5.7% |
| 10Y | +61.3% | +36.3% | +25.0% | +34.9% |
| All | +222.7% | +127.3% | +95.3% | +120.4% |
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 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