+58.1%
MP vs IEF
-8.0%
+66.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +13.8% | -0.8% | +14.6% | +14.1% |
| 3M | -16.7% | -1.0% | -15.7% | -16.5% |
| 6M | -11.5% | -2.8% | -8.7% | -10.9% |
| YTD | +7.9% | -1.5% | +9.4% | +8.4% |
| 1Y | -15.0% | -0.4% | -14.6% | -14.9% |
| 3Y | +153.5% | +9.7% | +143.9% | +147.7% |
| All | +58.1% | -8.0% | +66.2% | +11.3% |
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