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  • MU vs EME✓SelectedUSD · EMEMU vs EME performance historyLatest closeAs of+2.75%09/09
Stock and ETF performance explorer

MU vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,169.9%
EME return
+1,266.0%
Excess return
+4,904.0%
Maximum drawdown
-57.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D+2.8%-2.4%+5.2%+4.4%
7D+7.5%+2.7%+4.8%+5.4%
30D+19.4%-6.8%+26.2%+25.0%
3M+9.8%-8.8%+18.7%+19.0%
6M+164.1%+5.0%+159.2%+163.2%
YTD+260.3%+23.5%+236.8%+224.6%
1Y+661.2%+21.3%+639.9%+584.9%
3Y+1,380.8%+241.1%+1,139.8%+601.9%
5Y+1,346.4%+549.2%+797.2%+355.9%
10Y+6,169.9%+1,306.4%+4,863.5%+1,208.4%
All+6,169.9%+1,266.0%+4,904.0%+1,208.4%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…

10y analysis · Full analysis span regression · 6 months rolling