+19.4%
MCD vs IEFA
+51.0%
-31.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -6.7% | -1.1% | -5.6% | -6.4% |
| 3M | -9.6% | +5.1% | -14.6% | -11.3% |
| 6M | -22.3% | +9.3% | -31.6% | -25.1% |
| YTD | -15.4% | +13.0% | -28.4% | -19.6% |
| 1Y | -16.8% | +19.2% | -36.0% | -22.6% |
| 3Y | -2.4% | +67.0% | -69.4% | -21.4% |
| 5Y | +19.4% | +51.1% | -31.8% | +2.0% |
| All | +19.4% | +51.0% | -31.6% | +2.0% |
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