+1,166.2%
MPC vs IEF
+7.5%
+1,158.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +1.6% |
| 7D | +9.4% | -1.9% | +11.3% | +7.2% |
| 30D | -13.4% | +1.1% | -14.5% | -12.4% |
| 3M | +18.9% | -1.9% | +20.8% | +16.5% |
| 6M | +64.9% | -2.4% | +67.3% | +61.1% |
| YTD | +156.8% | -3.0% | +159.8% | +149.7% |
| 1Y | +113.2% | -3.1% | +116.3% | +107.1% |
| 3Y | +201.8% | +10.7% | +191.1% | +238.2% |
| 5Y | +601.4% | -8.0% | +609.3% | +460.8% |
| All | +1,166.2% | +7.5% | +1,158.7% | +1,236.3% |
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 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