+1,134.0%
MPC vs IEF
+4.2%
+1,129.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +33.8% | -0.7% | +34.5% | +32.8% |
| 3M | +49.9% | -0.4% | +50.3% | +49.3% |
| 6M | +80.9% | -2.5% | +83.4% | +76.8% |
| YTD | +147.4% | -1.6% | +149.0% | +144.1% |
| 1Y | +123.2% | -1.3% | +124.5% | +121.1% |
| 3Y | +171.7% | +10.1% | +161.6% | +201.6% |
| 5Y | +678.6% | -8.3% | +686.9% | +508.6% |
| 10Y | +1,134.0% | +4.5% | +1,129.6% | +1,113.1% |
| All | +1,134.0% | +4.2% | +1,129.9% | +1,113.1% |
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