-18.3%
MDT vs IEF
-9.3%
-9.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +1.0% | -1.5% | +2.5% | +1.5% |
| 3M | +15.2% | -1.7% | +16.9% | +15.8% |
| 6M | +3.7% | -3.5% | +7.2% | +4.8% |
| YTD | -3.0% | -2.6% | -0.3% | -2.2% |
| 1Y | +2.5% | -2.4% | +4.9% | +3.3% |
| 3Y | +26.5% | +8.9% | +17.5% | +24.5% |
| 5Y | -18.3% | -9.2% | -9.0% | -24.8% |
| All | -18.3% | -9.3% | -9.0% | -24.8% |
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