+339.0%
MCK vs IEFA
+50.2%
+288.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -2.9% | -1.6% | -1.4% | -2.7% |
| 30D | +0.4% | -1.5% | +1.9% | +0.6% |
| 3M | +12.1% | +3.4% | +8.7% | +11.4% |
| 6M | -5.4% | +9.5% | -14.9% | -7.2% |
| YTD | +7.8% | +13.0% | -5.3% | +5.0% |
| 1Y | +22.9% | +18.0% | +4.9% | +18.6% |
| 3Y | +110.7% | +65.4% | +45.4% | +86.7% |
| All | +339.0% | +50.2% | +288.8% | +315.8% |
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 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