+23.3%
MDT vs IEFA
+65.7%
-42.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | +0.2% | -1.5% | +1.7% | +0.8% |
| 3M | +14.3% | +3.4% | +10.8% | +12.5% |
| 6M | +4.0% | +9.5% | -5.5% | -0.3% |
| YTD | -3.7% | +13.0% | -16.7% | -9.2% |
| 1Y | -0.4% | +18.0% | -18.4% | -8.1% |
| 3Y | +23.3% | +65.4% | -42.0% | -5.2% |
| All | +23.3% | +65.7% | -42.4% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling