+443.0%
MP vs IEFA
+107.5%
+335.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -0.2% |
| 7D | -0.7% | -0.5% | -0.3% | -0.1% |
| 30D | -0.7% | -1.1% | +0.4% | +1.3% |
| 3M | 0.0% | +5.1% | -5.1% | -6.8% |
| 6M | -10.0% | +9.3% | -19.3% | -20.5% |
| YTD | +7.5% | +13.0% | -5.5% | -9.9% |
| 1Y | -14.0% | +19.2% | -33.2% | -33.9% |
| 3Y | +153.5% | +67.0% | +86.5% | +12.0% |
| 5Y | +62.7% | +51.1% | +11.6% | -13.9% |
| All | +443.0% | +107.5% | +335.5% | +124.4% |
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