+153.8%
MRVL vs IEMG
+20.4%
+133.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.4% |
| 7D | +13.8% | +1.6% | +12.2% | +10.1% |
| 30D | +12.7% | +4.6% | +8.0% | +3.1% |
| 3M | -11.9% | +4.8% | -16.8% | -16.0% |
| 6M | +153.8% | +16.8% | +137.0% | +122.1% |
| All | +153.8% | +20.4% | +133.5% | +122.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling