+96.2%
IEFA vs MDB
+912.7%
-816.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | +2.2% | +6.8% | -4.6% | +1.6% |
| 30D | +1.1% | -6.2% | +7.3% | +1.5% |
| 3M | -4.3% | -29.2% | +25.0% | -1.7% |
| 6M | +1.4% | +10.3% | -8.9% | -1.1% |
| YTD | +10.1% | -20.4% | +30.4% | +10.0% |
| 1Y | +12.9% | -4.8% | +17.7% | +10.4% |
| 3Y | +65.8% | -11.6% | +77.4% | +57.2% |
| 5Y | +47.7% | -41.0% | +88.7% | +37.4% |
| All | +96.2% | +912.7% | -816.5% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling