-1.7%
MCD vs IEMG
+86.2%
-87.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -2.0% | +2.8% | -4.8% | -2.2% |
| 30D | -6.1% | +4.6% | -10.8% | -6.4% |
| 3M | -7.3% | +5.5% | -12.8% | -7.8% |
| 6M | -20.9% | +19.7% | -40.6% | -23.3% |
| YTD | -14.7% | +25.5% | -40.2% | -18.0% |
| 1Y | -16.1% | +35.5% | -51.6% | -20.7% |
| All | -1.7% | +86.2% | -87.9% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling