+145.6%
IEMG vs MDT
+208.7%
-63.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +4.6% | +6.0% | -1.4% | +2.2% |
| 3M | +5.5% | +15.5% | -10.0% | -0.9% |
| 6M | +19.7% | +3.4% | +16.3% | +17.2% |
| YTD | +25.5% | -2.2% | +27.7% | +25.4% |
| 1Y | +35.5% | +2.6% | +32.9% | +32.4% |
| 3Y | +88.0% | +27.5% | +60.5% | +64.7% |
| 5Y | +50.6% | -20.1% | +70.6% | +60.3% |
| 10Y | +138.4% | +39.1% | +99.3% | +87.5% |
| All | +145.6% | +208.7% | -63.1% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling