-20.7%
MDLN vs IEF
-2.8%
-17.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.7% |
| 7D | -11.1% | -1.3% | -9.8% | -9.2% |
| 30D | -8.4% | -1.7% | -6.6% | -5.8% |
| 3M | -12.4% | -2.5% | -9.9% | -9.3% |
| 6M | -23.3% | -3.3% | -20.0% | -20.8% |
| YTD | -22.5% | -2.8% | -19.7% | -16.9% |
| All | -20.7% | -2.8% | -17.9% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling