+50.1%
IEFA vs MDB
-22.0%
+72.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.3% |
| 7D | -2.4% | -2.8% | +0.3% | -2.2% |
| 30D | -2.1% | -14.9% | +12.8% | -0.9% |
| 3M | +5.5% | +7.3% | -1.8% | +4.3% |
| 6M | +8.1% | +38.2% | -30.1% | +3.6% |
| YTD | +11.9% | -10.9% | +22.8% | +11.3% |
| 1Y | +18.1% | +11.6% | +6.4% | +14.4% |
| 3Y | +65.5% | -0.9% | +66.4% | +55.8% |
| 5Y | +50.1% | -23.5% | +73.6% | +34.2% |
| All | +50.1% | -22.0% | +72.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling