+37.0%
MDT vs IEFA
+148.3%
-111.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.4% |
| 7D | -3.4% | -1.6% | -1.8% | -2.3% |
| 30D | +0.2% | -1.5% | +1.7% | +1.3% |
| 3M | +14.3% | +3.4% | +10.8% | +11.2% |
| 6M | +4.0% | +9.5% | -5.5% | -3.4% |
| YTD | -3.7% | +13.0% | -16.7% | -13.0% |
| 1Y | -0.4% | +18.0% | -18.4% | -13.0% |
| 3Y | +23.3% | +65.4% | -42.0% | -18.7% |
| 5Y | -18.9% | +51.6% | -70.4% | -42.7% |
| All | +37.0% | +148.3% | -111.3% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling