+2,078.6%
MCD vs IEF
+127.0%
+1,951.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | -0.1% |
| 7D | +7.3% | -0.2% | +7.4% | +7.2% |
| 30D | +20.0% | +1.8% | +18.2% | +20.8% |
| 3M | +3.8% | -1.2% | +5.0% | +3.2% |
| 6M | +3.8% | -2.5% | +6.3% | +2.6% |
| YTD | -5.9% | -2.5% | -3.4% | -7.0% |
| 1Y | -3.2% | -2.3% | -0.9% | -4.3% |
| 3Y | +13.3% | +11.3% | +2.0% | +19.2% |
| 5Y | +25.2% | -7.6% | +32.8% | +17.4% |
| 10Y | +213.3% | +7.3% | +206.1% | +223.9% |
| All | +2,078.6% | +127.0% | +1,951.5% | +3,731.1% |
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