+49.9%
IEMG vs MPC
+687.9%
-638.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +1.6% | +3.2% | -1.6% | +1.2% |
| 30D | +4.6% | +25.0% | -20.4% | +1.3% |
| 3M | +4.8% | +55.2% | -50.3% | -1.8% |
| 6M | +16.8% | +86.4% | -69.6% | +5.6% |
| YTD | +24.8% | +148.5% | -123.6% | +6.8% |
| 1Y | +34.3% | +121.7% | -87.4% | +17.1% |
| 3Y | +87.0% | +172.9% | -85.9% | +53.0% |
| 5Y | +49.9% | +679.9% | -630.0% | -9.1% |
| All | +49.9% | +687.9% | -638.0% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling