+113.2%
MPC vs IEF
-3.1%
+116.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +1.1% |
| 7D | +9.4% | -1.9% | +11.3% | +5.8% |
| 30D | -13.4% | +1.1% | -14.5% | -11.8% |
| 3M | +18.9% | -1.9% | +20.8% | +13.6% |
| 6M | +64.9% | -2.4% | +67.3% | +56.6% |
| YTD | +156.8% | -3.0% | +159.8% | +135.0% |
| 1Y | +113.2% | -3.1% | +116.3% | +95.2% |
| All | +113.2% | -3.1% | +116.2% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling