-1.5%
MCD vs IEFA
+68.7%
-70.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.4% |
| 30D | -6.1% | -0.6% | -5.6% | -6.0% |
| 3M | -7.3% | +6.2% | -13.5% | -9.0% |
| 6M | -20.9% | +11.2% | -32.1% | -23.7% |
| YTD | -14.7% | +14.2% | -28.8% | -18.6% |
| 1Y | -16.1% | +20.0% | -36.1% | -21.4% |
| 3Y | -1.5% | +68.8% | -70.3% | -19.8% |
| All | -1.5% | +68.7% | -70.2% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling