+156.2%
MPWR vs IEMG
+34.0%
+122.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.2% |
| 7D | +16.8% | +2.7% | +14.1% | +12.4% |
| 30D | +11.9% | -5.7% | +17.6% | +25.1% |
| 3M | +2.2% | -8.8% | +11.0% | +21.8% |
| 6M | -15.5% | -8.9% | -6.6% | +2.0% |
| YTD | +54.2% | +11.2% | +43.0% | +30.0% |
| 1Y | +51.5% | +12.2% | +39.2% | +25.8% |
| 3Y | +180.2% | +68.5% | +111.7% | +19.2% |
| All | +156.2% | +34.0% | +122.2% | +60.2% |
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 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