+68.5%
IEMG vs MPC
+203.2%
-134.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | +11.2% | -8.5% | +1.9% |
| 30D | -5.7% | -14.5% | +8.8% | -4.8% |
| 3M | -8.8% | +16.7% | -25.5% | -10.3% |
| 6M | -8.9% | +67.6% | -76.5% | -13.6% |
| YTD | +11.2% | +157.9% | -146.7% | -1.9% |
| 1Y | +12.2% | +116.7% | -104.5% | +1.9% |
| 3Y | +68.5% | +199.8% | -131.2% | +41.3% |
| All | +68.5% | +203.2% | -134.7% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling