+20.8%
MCD vs IEMG
+34.0%
-13.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -2.0% |
| 30D | +14.1% | -5.7% | +19.8% | +15.0% |
| 3M | +0.6% | -8.8% | +9.4% | +1.8% |
| 6M | 0.0% | -8.9% | +8.9% | +0.8% |
| YTD | -9.3% | +11.2% | -20.5% | -12.8% |
| 1Y | -9.3% | +12.2% | -21.5% | -13.1% |
| 3Y | +8.6% | +68.5% | -59.9% | -7.3% |
| All | +20.8% | +34.0% | -13.2% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling