+140.8%
IEMG vs MDT
+39.8%
+100.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -1.3% | -3.4% | +2.1% | -0.1% |
| 30D | +1.9% | +0.2% | +1.7% | +1.7% |
| 3M | +1.4% | +14.3% | -12.8% | -4.0% |
| 6M | +15.2% | +4.0% | +11.2% | +12.7% |
| YTD | +23.8% | -3.7% | +27.5% | +24.6% |
| 1Y | +30.7% | -0.4% | +31.0% | +29.4% |
| 3Y | +83.3% | +23.3% | +60.0% | +63.9% |
| 5Y | +48.8% | -18.9% | +67.6% | +57.6% |
| All | +140.8% | +39.8% | +100.9% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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