+324.9%
MCD vs IEMG
+143.7%
+181.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -2.8% | +2.2% | -5.1% | -3.6% |
| 30D | -6.0% | +4.6% | -10.6% | -7.6% |
| 3M | -5.6% | +0.4% | -5.9% | -6.4% |
| 6M | -21.9% | +16.4% | -38.2% | -27.1% |
| YTD | -14.7% | +25.4% | -40.1% | -23.0% |
| 1Y | -17.3% | +38.3% | -55.5% | -28.3% |
| 3Y | -2.2% | +84.1% | -86.2% | -25.4% |
| 5Y | +20.3% | +49.0% | -28.7% | -0.4% |
| 10Y | +180.7% | +141.8% | +38.9% | +82.4% |
| All | +324.9% | +143.7% | +181.2% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling