-15.2%
MCD vs IEFA
+17.8%
-33.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -7.0% | -2.1% | -4.9% | -6.8% |
| 3M | -9.8% | +5.5% | -15.3% | -10.6% |
| 6M | -21.8% | +8.1% | -29.9% | -23.1% |
| YTD | -15.6% | +11.9% | -27.5% | -17.6% |
| 1Y | -15.2% | +18.1% | -33.2% | -18.4% |
| All | -15.2% | +17.8% | -33.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling