+38.3%
IEMG vs MPC
+120.1%
-81.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.7% |
| 7D | +2.2% | +5.4% | -3.2% | +2.5% |
| 30D | +4.6% | +31.0% | -26.4% | +5.8% |
| 3M | +0.4% | +46.0% | -45.7% | +2.2% |
| 6M | +16.4% | +77.3% | -61.0% | +17.6% |
| YTD | +25.4% | +141.9% | -116.5% | +20.8% |
| 1Y | +38.3% | +120.9% | -82.6% | +38.2% |
| All | +38.3% | +120.1% | -81.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling