-16.0%
MCD vs IEMG
+31.6%
-47.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.3% |
| 30D | -7.8% | +1.9% | -9.7% | -7.6% |
| 3M | -10.7% | +1.4% | -12.1% | -10.5% |
| 6M | -21.3% | +15.2% | -36.4% | -21.9% |
| YTD | -15.8% | +23.8% | -39.6% | -15.5% |
| 1Y | -16.0% | +30.7% | -46.7% | -15.3% |
| All | -16.0% | +31.6% | -47.6% | -15.3% |
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