+264.6%
MP vs IEFA
+102.8%
+161.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.6% |
| 7D | -3.6% | +1.1% | -4.7% | -5.5% |
| 30D | -21.0% | +0.7% | -21.6% | -21.7% |
| 3M | -33.3% | -3.4% | -29.9% | -29.2% |
| 6M | -45.9% | +1.5% | -47.4% | -46.5% |
| YTD | -27.8% | +10.4% | -38.2% | -37.0% |
| 1Y | -43.2% | +13.4% | -56.6% | -52.5% |
| 3Y | +144.0% | +66.7% | +77.4% | +8.2% |
| 5Y | -6.1% | +49.5% | -55.6% | -49.3% |
| All | +264.6% | +102.8% | +161.8% | +56.9% |
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