+65.4%
IEFA vs MKC
-31.4%
+96.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -1.5% | -3.1% | +1.6% | -1.2% |
| 3M | +3.4% | +5.2% | -1.8% | +2.6% |
| 6M | +9.5% | -12.8% | +22.3% | +11.6% |
| YTD | +13.0% | -23.3% | +36.3% | +17.2% |
| 1Y | +18.0% | -24.1% | +42.1% | +22.5% |
| 3Y | +65.4% | -32.1% | +97.5% | +73.0% |
| All | +65.4% | -31.4% | +96.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling