-10.9%
MP vs IEF
-8.1%
-2.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +9.5% | -2.0% | +11.4% | +10.2% |
| 30D | -3.0% | +0.7% | -3.7% | -3.3% |
| 3M | -30.4% | -2.5% | -27.9% | -29.8% |
| 6M | -39.2% | -2.6% | -36.6% | -38.6% |
| YTD | -23.3% | -3.2% | -20.1% | -22.5% |
| 1Y | -32.6% | -3.0% | -29.6% | -32.0% |
| 3Y | +159.3% | +10.5% | +148.7% | +153.9% |
| All | -10.9% | -8.1% | -2.8% | -33.7% |
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