+279.7%
MDT vs IEF
+129.1%
+150.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +6.0% | -0.7% | +6.7% | +5.6% |
| 3M | +15.5% | -0.4% | +16.0% | +15.2% |
| 6M | +3.4% | -2.5% | +5.9% | +1.9% |
| YTD | -2.2% | -1.6% | -0.6% | -3.1% |
| 1Y | +2.6% | -1.3% | +3.9% | +1.8% |
| 3Y | +27.5% | +10.1% | +17.4% | +34.8% |
| 5Y | -20.1% | -8.3% | -11.8% | -27.0% |
| 10Y | +39.1% | +4.5% | +34.6% | +41.5% |
| All | +279.7% | +129.1% | +150.5% | +561.6% |
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