+207.6%
MDT vs IEFA
+209.0%
-1.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -1.6% | -2.4% | +0.8% | +0.1% |
| 30D | +1.0% | -2.1% | +3.1% | +2.5% |
| 3M | +15.2% | +5.5% | +9.7% | +10.5% |
| 6M | +3.7% | +8.1% | -4.4% | -2.6% |
| YTD | -3.0% | +11.9% | -14.9% | -11.4% |
| 1Y | +2.5% | +18.1% | -15.6% | -10.1% |
| 3Y | +26.5% | +65.5% | -39.0% | -15.1% |
| 5Y | -18.3% | +50.1% | -68.3% | -41.3% |
| 10Y | +40.2% | +144.2% | -104.1% | -31.8% |
| All | +207.6% | +209.0% | -1.4% | +22.7% |
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 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