-3.9%
MCD vs IEMG
+13.6%
-17.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.6% |
| 7D | +11.9% | -3.1% | +15.0% | +11.5% |
| 30D | +20.2% | -10.3% | +30.6% | +19.3% |
| 3M | +5.2% | -6.6% | +11.8% | +4.6% |
| 6M | 0.0% | -3.9% | +3.9% | -1.1% |
| YTD | -6.5% | +12.4% | -18.9% | -7.6% |
| 1Y | -3.9% | +13.9% | -17.8% | -4.9% |
| All | -3.9% | +13.6% | -17.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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