+199.8%
MPC vs IEF
+10.9%
+188.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | +11.2% | -2.0% | +13.2% | +9.7% |
| 30D | -14.5% | +0.7% | -15.2% | -14.1% |
| 3M | +16.7% | -2.5% | +19.2% | +14.6% |
| 6M | +67.6% | -2.6% | +70.1% | +64.7% |
| YTD | +157.9% | -3.2% | +161.1% | +152.5% |
| 1Y | +116.7% | -3.0% | +119.7% | +112.2% |
| 3Y | +199.8% | +10.5% | +189.2% | +195.5% |
| All | +199.8% | +10.9% | +188.9% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling