+193.4%
MCD vs IEF
+7.3%
+186.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | -2.0% | +0.3% | -1.7% |
| 30D | +14.1% | +0.7% | +13.4% | +14.2% |
| 3M | +0.6% | -2.5% | +3.1% | +0.4% |
| 6M | 0.0% | -2.6% | +2.6% | -0.2% |
| YTD | -9.3% | -3.2% | -6.1% | -9.5% |
| 1Y | -9.3% | -3.0% | -6.3% | -9.5% |
| 3Y | +8.6% | +10.5% | -1.9% | +11.3% |
| 5Y | +21.9% | -8.2% | +30.1% | +11.4% |
| All | +193.4% | +7.3% | +186.1% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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