+324.9%
MCD vs IEFA
+217.0%
+107.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -3.2% |
| 30D | -6.0% | +1.0% | -7.1% | -6.6% |
| 3M | -5.6% | +4.7% | -10.3% | -8.3% |
| 6M | -21.9% | +8.6% | -30.4% | -25.9% |
| YTD | -14.7% | +14.8% | -29.5% | -21.8% |
| 1Y | -17.3% | +22.6% | -39.9% | -27.1% |
| 3Y | -2.2% | +67.0% | -69.2% | -29.1% |
| 5Y | +20.3% | +52.3% | -32.0% | -8.4% |
| 10Y | +180.7% | +147.3% | +33.4% | +53.7% |
| All | +324.9% | +217.0% | +107.8% | +102.0% |
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 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