+133.0%
IEMG vs MPC
+1,171.2%
-1,038.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.7% | +11.2% | -8.5% | +0.4% |
| 30D | -5.7% | -14.5% | +8.8% | -2.7% |
| 3M | -8.8% | +16.7% | -25.5% | -12.4% |
| 6M | -8.9% | +67.6% | -76.5% | -19.7% |
| YTD | +11.2% | +157.9% | -146.7% | -12.3% |
| 1Y | +12.2% | +116.7% | -104.5% | -7.8% |
| 3Y | +68.5% | +199.8% | -131.2% | +24.8% |
| 5Y | +34.3% | +604.4% | -570.1% | -22.3% |
| All | +133.0% | +1,171.2% | -1,038.2% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling