-5.4%
MCK vs IEFA
+9.9%
-15.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.3% |
| 7D | -2.9% | -1.6% | -1.4% | -3.3% |
| 30D | +0.4% | -1.5% | +1.9% | 0.0% |
| 3M | +12.1% | +3.4% | +8.7% | +13.1% |
| 6M | -5.4% | +9.5% | -14.9% | -5.5% |
| All | -5.4% | +9.9% | -15.4% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling