+155.6%
MPWR vs IEMG
+50.3%
+105.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.3% |
| 7D | -1.3% | +1.6% | -2.9% | -4.0% |
| 30D | -12.8% | +4.6% | -17.5% | -19.4% |
| 3M | -21.3% | +4.8% | -26.2% | -26.7% |
| 6M | +13.7% | +16.8% | -3.1% | -12.6% |
| YTD | +33.3% | +24.8% | +8.4% | -9.0% |
| 1Y | +41.3% | +34.3% | +7.0% | -14.6% |
| 3Y | +145.8% | +87.0% | +58.8% | -12.3% |
| 5Y | +155.6% | +49.9% | +105.7% | +28.2% |
| All | +155.6% | +50.3% | +105.4% | +28.2% |
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