+181.3%
MCD vs IEF
+4.6%
+176.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -6.7% | -0.6% | -6.2% | -6.8% |
| 3M | -9.6% | -1.0% | -8.6% | -9.6% |
| 6M | -22.3% | -3.1% | -19.2% | -22.6% |
| YTD | -15.4% | -1.9% | -13.6% | -15.6% |
| 1Y | -16.8% | -1.4% | -15.5% | -16.9% |
| 3Y | -2.4% | +9.8% | -12.2% | -0.6% |
| 5Y | +19.4% | -8.8% | +28.2% | +7.5% |
| 10Y | +181.3% | +4.7% | +176.6% | +163.6% |
| All | +181.3% | +4.6% | +176.8% | +163.6% |
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