+445.3%
MP vs IEFA
+111.0%
+334.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +0.6% | -3.4% | -3.8% |
| 30D | +13.8% | +1.0% | +12.8% | +12.2% |
| 3M | -16.7% | +4.7% | -21.4% | -21.8% |
| 6M | -11.5% | +8.6% | -20.1% | -21.0% |
| YTD | +7.9% | +14.8% | -6.9% | -11.9% |
| 1Y | -15.0% | +22.6% | -37.7% | -37.6% |
| 3Y | +153.5% | +67.0% | +86.5% | +12.1% |
| 5Y | +58.7% | +52.3% | +6.4% | -17.4% |
| All | +445.3% | +111.0% | +334.3% | +119.5% |
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