+1,065.8%
MDB vs IEF
+6.0%
+1,059.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -2.8% | -1.2% | -1.6% | -2.3% |
| 30D | -14.9% | -1.5% | -13.4% | -14.4% |
| 3M | +7.3% | -1.7% | +9.0% | +8.0% |
| 6M | +38.2% | -3.5% | +41.7% | +40.0% |
| YTD | -10.9% | -2.6% | -8.3% | -10.0% |
| 1Y | +11.6% | -2.4% | +14.0% | +12.6% |
| 3Y | -0.9% | +8.9% | -9.8% | -4.8% |
| 5Y | -23.5% | -9.2% | -14.3% | -31.8% |
| All | +1,065.8% | +6.0% | +1,059.8% | +1,284.1% |
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 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