+119.6%
MPC vs IEF
-2.3%
+121.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -3.4% |
| 7D | +1.2% | -1.2% | +2.4% | -1.4% |
| 30D | +17.0% | -1.5% | +18.4% | +13.3% |
| 3M | +49.5% | -1.7% | +51.1% | +44.5% |
| 6M | +83.5% | -3.5% | +87.0% | +71.0% |
| YTD | +144.1% | -2.6% | +146.7% | +128.8% |
| 1Y | +119.6% | -2.4% | +122.0% | +107.2% |
| All | +119.6% | -2.3% | +121.9% | +107.2% |
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