+51.2%
MMM vs IEFA
+145.9%
-94.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -3.2% | -2.4% | -0.8% | -1.2% |
| 30D | -10.7% | -2.1% | -8.6% | -9.1% |
| 3M | +4.3% | +5.5% | -1.3% | -0.5% |
| 6M | +5.9% | +8.1% | -2.2% | -1.2% |
| YTD | +3.2% | +11.9% | -8.8% | -6.5% |
| 1Y | +8.0% | +18.1% | -10.1% | -6.6% |
| 3Y | +99.1% | +65.5% | +33.6% | +29.1% |
| 5Y | +25.7% | +50.1% | -24.3% | -11.8% |
| All | +51.2% | +145.9% | -94.7% | -26.1% |
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