+196.6%
MDT vs EMB
+132.1%
+64.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +9.5% | -0.3% | +9.8% | +9.7% |
| 3M | +16.0% | -0.4% | +16.4% | +16.3% |
| 6M | +0.2% | +0.1% | +0.1% | +0.1% |
| YTD | -0.3% | +1.6% | -1.9% | -1.3% |
| 1Y | +4.7% | +5.6% | -0.9% | +0.9% |
| 3Y | +26.5% | +29.8% | -3.3% | +6.3% |
| 5Y | -18.2% | +7.3% | -25.5% | -22.2% |
| 10Y | +40.0% | +30.4% | +9.6% | +18.9% |
| All | +196.6% | +132.1% | +64.5% | +99.7% |
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