+212.3%
IEFA vs MKC
+119.2%
+93.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | -4.3% | +3.9% | +0.6% |
| 30D | -1.1% | -3.1% | +2.0% | -0.4% |
| 3M | +5.1% | +6.8% | -1.7% | +2.8% |
| 6M | +9.3% | -18.3% | +27.7% | +14.5% |
| YTD | +13.0% | -23.1% | +36.0% | +19.8% |
| 1Y | +19.2% | -23.7% | +42.8% | +26.4% |
| 3Y | +67.0% | -31.0% | +98.0% | +80.1% |
| 5Y | +51.1% | -33.5% | +84.6% | +62.0% |
| 10Y | +146.5% | +30.3% | +116.2% | +101.5% |
| All | +212.3% | +119.2% | +93.1% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling