+104.7%
IEFA vs MDB
+1,017.4%
-912.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | +0.6% | -17.4% | +18.0% | +2.3% |
| 30D | +1.0% | -2.0% | +3.1% | +0.9% |
| 3M | +4.7% | -3.0% | +7.7% | +4.4% |
| 6M | +8.6% | +48.7% | -40.1% | +3.0% |
| YTD | +14.8% | -12.1% | +27.0% | +14.3% |
| 1Y | +22.6% | +14.5% | +8.1% | +18.3% |
| 3Y | +67.0% | -6.1% | +73.2% | +58.0% |
| 5Y | +52.3% | -27.3% | +79.6% | +39.1% |
| All | +104.7% | +1,017.4% | -912.7% | +37.2% |
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 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