+526.0%
MCHP vs IEMG
+137.7%
+388.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | +0.4% |
| 7D | -2.1% | -0.9% | -1.2% | -1.1% |
| 30D | -11.1% | +2.1% | -13.2% | -13.4% |
| 3M | -18.1% | +4.6% | -22.7% | -21.2% |
| 6M | +10.8% | +14.0% | -3.3% | -4.2% |
| YTD | +14.2% | +22.3% | -8.1% | -9.2% |
| 1Y | +13.5% | +30.7% | -17.2% | -16.1% |
| 3Y | -2.0% | +83.2% | -85.2% | -49.0% |
| 5Y | +1.4% | +47.0% | -45.6% | -32.1% |
| 10Y | +195.5% | +139.9% | +55.6% | +34.2% |
| All | +526.0% | +137.7% | +388.3% | +178.2% |
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 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