+3,101.0%
MPC vs IEF
+32.1%
+3,068.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -0.3% | +5.7% | +5.1% |
| 30D | +31.0% | -0.8% | +31.8% | +29.8% |
| 3M | +46.0% | -1.0% | +47.0% | +44.5% |
| 6M | +77.3% | -2.8% | +80.1% | +72.2% |
| YTD | +141.9% | -1.5% | +143.4% | +138.6% |
| 1Y | +120.9% | -0.4% | +121.3% | +120.9% |
| 3Y | +182.7% | +9.7% | +173.0% | +216.9% |
| 5Y | +646.4% | -8.3% | +654.8% | +521.5% |
| 10Y | +1,138.7% | +4.6% | +1,134.1% | +1,210.0% |
| All | +3,101.0% | +32.1% | +3,068.9% | +5,171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling