+356.6%
MCD vs IEFA
+205.6%
+151.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -1.9% | -1.1% | -0.9% | -1.4% |
| 30D | +16.6% | +1.3% | +15.3% | +15.8% |
| 3M | +0.9% | -3.2% | +4.1% | +2.7% |
| 6M | +1.5% | +2.0% | -0.5% | 0.0% |
| YTD | -8.3% | +10.7% | -19.0% | -14.2% |
| 1Y | -8.1% | +13.0% | -21.1% | -15.1% |
| 3Y | +10.3% | +67.1% | -56.8% | -20.2% |
| 5Y | +23.4% | +49.4% | -26.0% | -5.1% |
| 10Y | +205.9% | +148.2% | +57.8% | +68.0% |
| All | +356.6% | +205.6% | +151.0% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling