+48.0%
IEFA vs MLM
+25.7%
+22.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +1.1% | +9.0% | -8.0% | -2.0% |
| 3M | -4.3% | -5.6% | +1.3% | -2.6% |
| 6M | +1.4% | -10.7% | +12.1% | +4.5% |
| YTD | +10.1% | -17.2% | +27.2% | +16.0% |
| 1Y | +12.9% | -14.2% | +27.1% | +17.4% |
| 3Y | +65.8% | +15.6% | +50.2% | +50.1% |
| All | +48.0% | +25.7% | +22.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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