+1,874.1%
MCD vs IEF
+129.4%
+1,744.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.9% |
| 30D | -6.0% | -0.8% | -5.2% | -6.3% |
| 3M | -5.6% | -1.0% | -4.6% | -6.0% |
| 6M | -21.9% | -2.8% | -19.1% | -22.8% |
| YTD | -14.7% | -1.5% | -13.2% | -15.3% |
| 1Y | -17.3% | -0.4% | -16.8% | -17.4% |
| 3Y | -2.2% | +9.7% | -11.8% | +2.0% |
| 5Y | +20.3% | -8.3% | +28.6% | +12.0% |
| 10Y | +180.7% | +4.6% | +176.1% | +185.1% |
| All | +1,874.1% | +129.4% | +1,744.8% | +3,388.8% |
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