-24.5%
MDB vs IEF
-8.2%
-16.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -18.0% | +0.1% | -18.1% | -18.1% |
| 30D | -10.7% | -0.7% | -10.0% | -10.2% |
| 3M | +1.0% | -0.4% | +1.4% | +1.3% |
| 6M | +31.6% | -2.5% | +34.1% | +34.2% |
| YTD | -15.2% | -1.6% | -13.6% | -14.1% |
| 1Y | +10.1% | -1.3% | +11.4% | +11.2% |
| 3Y | -5.6% | +10.1% | -15.7% | -14.6% |
| 5Y | -24.5% | -8.3% | -16.2% | -28.4% |
| All | -24.5% | -8.2% | -16.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling