+2,034.9%
MCD vs IEF
+129.2%
+1,905.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.6% |
| 7D | +7.1% | +0.1% | +7.0% | +7.2% |
| 30D | +19.8% | +3.1% | +16.7% | +21.2% |
| 3M | +0.8% | -0.5% | +1.3% | +0.5% |
| 6M | -1.3% | -1.6% | +0.3% | -2.1% |
| YTD | -7.8% | -1.6% | -6.2% | -8.5% |
| 1Y | -5.0% | -1.5% | -3.5% | -5.7% |
| 3Y | +10.5% | +12.4% | -1.9% | +16.8% |
| 5Y | +22.0% | -7.5% | +29.5% | +14.2% |
| 10Y | +216.7% | +5.2% | +211.5% | +222.5% |
| All | +2,034.9% | +129.2% | +1,905.8% | +3,668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling