+248.0%
MMM vs IEFA
+217.0%
+31.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.3% | +0.6% | -3.9% | -3.8% |
| 30D | -7.0% | +1.0% | -8.1% | -7.8% |
| 3M | +10.8% | +4.7% | +6.1% | +6.6% |
| 6M | +5.8% | +8.6% | -2.8% | -1.3% |
| YTD | +6.8% | +14.8% | -8.1% | -4.7% |
| 1Y | +10.4% | +22.6% | -12.2% | -6.7% |
| 3Y | +104.7% | +67.0% | +37.7% | +35.1% |
| 5Y | +23.6% | +52.3% | -28.7% | -12.7% |
| 10Y | +54.1% | +147.3% | -93.2% | -25.5% |
| All | +248.0% | +217.0% | +31.0% | +37.5% |
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 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