+280.8%
MMM vs IEFA
+203.9%
+76.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.4% | +2.2% | -2.6% | -2.2% |
| 30D | +12.1% | +1.1% | +11.1% | +11.4% |
| 3M | +1.4% | -4.3% | +5.7% | +5.1% |
| 6M | +26.6% | +1.4% | +25.2% | +25.1% |
| YTD | +16.8% | +10.1% | +6.7% | +8.0% |
| 1Y | +10.1% | +12.9% | -2.8% | -0.3% |
| 3Y | +158.4% | +65.8% | +92.6% | +71.6% |
| 5Y | +43.1% | +47.7% | -4.6% | +3.8% |
| 10Y | +74.2% | +146.8% | -72.6% | -15.1% |
| All | +280.8% | +203.9% | +76.9% | +55.8% |
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