+50.4%
IEFA vs MDY
+46.3%
+4.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -1.6% | -1.9% | +0.3% | -0.3% |
| 30D | -1.5% | -4.6% | +3.1% | +1.6% |
| 3M | +3.4% | -1.2% | +4.6% | +4.2% |
| 6M | +9.5% | +9.2% | +0.3% | +3.5% |
| YTD | +13.0% | +13.1% | 0.0% | +4.4% |
| 1Y | +18.0% | +13.0% | +5.0% | +8.9% |
| 3Y | +65.4% | +49.2% | +16.1% | +24.8% |
| All | +50.4% | +46.3% | +4.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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