+1,106.2%
MPC vs IEF
+6.4%
+1,099.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.5% |
| 7D | -9.4% | +0.3% | -9.7% | -9.0% |
| 30D | -14.3% | +2.7% | -17.0% | -11.9% |
| 3M | +31.1% | -0.8% | +31.9% | +30.1% |
| 6M | +60.3% | -1.7% | +61.9% | +57.7% |
| YTD | +142.5% | -1.6% | +144.2% | +139.2% |
| 1Y | +104.6% | -1.6% | +106.1% | +102.0% |
| 3Y | +191.7% | +12.4% | +179.3% | +232.0% |
| 5Y | +549.2% | -7.6% | +556.8% | +415.9% |
| 10Y | +1,106.2% | +7.6% | +1,098.7% | +1,192.6% |
| All | +1,106.2% | +6.4% | +1,099.8% | +1,192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling