-15.1%
MP vs IEF
-7.4%
-7.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.0% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | -23.5% | +3.1% | -26.6% | -24.5% |
| 3M | -25.4% | -0.5% | -25.0% | -25.3% |
| 6M | -51.3% | -1.6% | -49.6% | -51.0% |
| YTD | -29.9% | -1.6% | -28.3% | -29.5% |
| 1Y | -31.8% | -1.5% | -30.4% | -31.5% |
| 3Y | +127.0% | +12.4% | +114.6% | +120.0% |
| All | -15.1% | -7.4% | -7.7% | -33.2% |
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