+68.9%
MP vs IEFA
+52.0%
+16.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.5% |
| 7D | +3.0% | +1.2% | +1.9% | +1.0% |
| 30D | +8.3% | -0.6% | +8.9% | +9.5% |
| 3M | -3.8% | +6.2% | -10.1% | -12.4% |
| 6M | -4.9% | +11.2% | -16.1% | -19.0% |
| YTD | +9.6% | +14.2% | -4.6% | -10.7% |
| 1Y | -11.7% | +20.0% | -31.7% | -33.9% |
| 3Y | +158.5% | +68.8% | +89.7% | +5.1% |
| 5Y | +68.9% | +52.7% | +16.3% | -4.4% |
| All | +68.9% | +52.0% | +16.9% | -4.4% |
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 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