+176.9%
MCD vs IEMG
+145.8%
+31.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -7.8% | +1.9% | -9.7% | -8.5% |
| 3M | -10.7% | +1.4% | -12.1% | -11.7% |
| 6M | -21.3% | +15.2% | -36.4% | -26.6% |
| YTD | -15.8% | +23.8% | -39.6% | -23.9% |
| 1Y | -16.0% | +30.7% | -46.7% | -26.1% |
| 3Y | -3.0% | +83.3% | -86.2% | -27.3% |
| 5Y | +18.6% | +48.8% | -30.1% | -2.5% |
| All | +176.9% | +145.8% | +31.1% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling