+1,049.8%
MDB vs IEF
+7.3%
+1,042.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -0.3% | -17.1% | -17.4% |
| 30D | -2.0% | -0.8% | -1.2% | -1.7% |
| 3M | -3.0% | -1.0% | -2.0% | -2.6% |
| 6M | +48.7% | -2.8% | +51.4% | +50.2% |
| YTD | -12.1% | -1.5% | -10.6% | -11.6% |
| 1Y | +14.5% | -0.4% | +14.9% | +14.7% |
| 3Y | -6.1% | +9.7% | -15.8% | -10.0% |
| 5Y | -27.3% | -8.3% | -19.0% | -35.5% |
| All | +1,049.8% | +7.3% | +1,042.5% | +1,259.6% |
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