+1,607.5%
MPWR vs IEMG
+142.9%
+1,464.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | +1.5% |
| 7D | -2.3% | -0.9% | -1.4% | -1.1% |
| 30D | -15.4% | +2.1% | -17.5% | -18.0% |
| 3M | -19.4% | +4.6% | -24.0% | -23.6% |
| 6M | +12.7% | +14.0% | -1.3% | -5.6% |
| YTD | +31.3% | +22.3% | +9.0% | -0.3% |
| 1Y | +39.7% | +30.7% | +9.0% | -2.8% |
| 3Y | +142.2% | +83.2% | +59.0% | +10.2% |
| 5Y | +149.0% | +47.0% | +102.0% | +56.9% |
| All | +1,607.5% | +142.9% | +1,464.7% | +599.8% |
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 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