+2,968.0%
MPC vs IEF
+32.0%
+2,936.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.4% |
| 7D | -16.2% | +0.1% | -16.3% | -16.0% |
| 30D | -15.7% | +3.1% | -18.8% | -12.6% |
| 3M | +24.9% | -0.5% | +25.4% | +24.3% |
| 6M | +52.7% | -1.6% | +54.3% | +49.9% |
| YTD | +131.9% | -1.6% | +133.4% | +128.5% |
| 1Y | +96.6% | -1.5% | +98.1% | +94.1% |
| 3Y | +163.8% | +12.4% | +151.4% | +206.0% |
| 5Y | +533.1% | -7.5% | +540.6% | +435.6% |
| 10Y | +1,118.6% | +5.2% | +1,113.5% | +1,199.4% |
| All | +2,968.0% | +32.0% | +2,936.0% | +4,948.0% |
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