+3,040.4%
MCK vs IEF
+126.3%
+2,914.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | -0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -3.9% |
| 30D | +0.4% | -1.7% | +2.2% | -0.9% |
| 3M | +12.1% | -2.5% | +14.6% | +10.0% |
| 6M | -5.4% | -3.3% | -2.2% | -7.7% |
| YTD | +7.8% | -2.8% | +10.6% | +5.5% |
| 1Y | +22.9% | -2.7% | +25.7% | +20.4% |
| 3Y | +110.7% | +8.9% | +101.8% | +125.6% |
| 5Y | +346.2% | -9.4% | +355.6% | +300.7% |
| 10Y | +440.1% | +3.7% | +436.5% | +458.7% |
| All | +3,040.4% | +126.3% | +2,914.1% | +6,730.7% |
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