+25.2%
MCD vs IEFA
+48.2%
-23.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | +20.0% | +0.7% | +19.3% | +19.7% |
| 3M | +3.8% | -3.4% | +7.2% | +5.1% |
| 6M | +3.8% | +1.5% | +2.3% | +3.0% |
| YTD | -5.9% | +10.4% | -16.3% | -9.8% |
| 1Y | -3.2% | +13.4% | -16.6% | -8.2% |
| 3Y | +13.3% | +66.7% | -53.4% | -8.9% |
| 5Y | +25.2% | +49.5% | -24.2% | +8.7% |
| All | +25.2% | +48.2% | -23.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling