+26.1%
MMM vs IEFA
+51.0%
-24.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.2% |
| 30D | -9.3% | -1.1% | -8.2% | -8.5% |
| 3M | +5.6% | +5.1% | +0.5% | +1.3% |
| 6M | +9.5% | +9.3% | +0.1% | +1.5% |
| YTD | +4.1% | +13.0% | -8.8% | -6.0% |
| 1Y | +9.4% | +19.2% | -9.8% | -5.6% |
| 3Y | +101.0% | +67.0% | +34.0% | +32.2% |
| 5Y | +26.1% | +51.1% | -25.0% | -13.5% |
| All | +26.1% | +51.0% | -24.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling