-10.8%
MDLN vs IEF
-1.4%
-9.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.7% | -0.3% | +4.0% | +4.1% |
| 30D | -0.2% | -0.8% | +0.6% | +0.9% |
| 3M | +6.2% | -1.0% | +7.2% | +7.4% |
| 6M | -14.7% | -2.8% | -11.9% | -15.2% |
| YTD | -12.9% | -1.5% | -11.4% | -8.5% |
| All | -10.8% | -1.4% | -9.3% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling