+209.4%
IEFA vs MDY
+346.8%
-137.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -2.4% | -2.5% | +0.1% | -0.7% |
| 30D | -2.1% | -5.0% | +2.9% | +1.5% |
| 3M | +5.5% | +0.5% | +5.1% | +5.2% |
| 6M | +8.1% | +8.0% | +0.1% | +2.6% |
| YTD | +11.9% | +12.2% | -0.2% | +3.4% |
| 1Y | +18.1% | +14.0% | +4.1% | +7.7% |
| 3Y | +65.5% | +48.2% | +17.3% | +23.9% |
| 5Y | +50.1% | +46.1% | +4.0% | +12.2% |
| 10Y | +144.2% | +173.8% | -29.5% | +9.6% |
| All | +209.4% | +346.8% | -137.3% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling