+1,341.2%
MU vs EEM
+90.8%
+1,250.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -2.0% |
| 7D | +7.2% | +3.1% | +4.1% | +0.9% |
| 30D | +14.0% | +4.9% | +9.1% | +4.0% |
| 3M | +5.4% | +5.2% | +0.2% | -0.1% |
| 6M | +170.3% | +20.7% | +149.6% | +106.0% |
| YTD | +250.7% | +26.5% | +224.2% | +146.9% |
| 1Y | +662.1% | +37.8% | +624.3% | +372.1% |
| 3Y | +1,341.2% | +91.0% | +1,250.2% | +475.6% |
| All | +1,341.2% | +90.8% | +1,250.4% | +475.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 3y: compounded portfolio wealth divided by compounded EEM 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…
3y analysis · Full analysis span regression · 6 months rolling