+199.5%
MCHP vs IEMG
+145.8%
+53.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +2.1% |
| 7D | 0.0% | -1.3% | +1.3% | +1.8% |
| 30D | -6.0% | +1.9% | -7.9% | -8.4% |
| 3M | -19.7% | +1.4% | -21.1% | -20.2% |
| 6M | +14.0% | +15.2% | -1.1% | -4.9% |
| YTD | +18.4% | +23.8% | -5.4% | -10.7% |
| 1Y | +17.1% | +30.7% | -13.5% | -17.5% |
| 3Y | +0.7% | +83.3% | -82.6% | -53.0% |
| 5Y | +5.1% | +48.8% | -43.7% | -35.3% |
| All | +199.5% | +145.8% | +53.6% | +19.2% |
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