+121.4%
IEMG vs MPC
+2,133.9%
-2,012.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.6% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | -6.4% | -12.2% | +5.8% | -4.0% |
| 3M | -5.5% | +20.1% | -25.6% | -9.8% |
| 6M | -8.3% | +60.6% | -68.9% | -18.4% |
| YTD | +13.2% | +150.6% | -137.4% | -9.9% |
| 1Y | +13.0% | +104.7% | -91.7% | -5.8% |
| 3Y | +71.6% | +194.5% | -122.9% | +28.2% |
| 5Y | +37.1% | +582.3% | -545.1% | -18.7% |
| 10Y | +135.2% | +1,135.3% | -1,000.0% | +8.6% |
| All | +121.4% | +2,133.9% | -2,012.5% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling