+1,174.7%
MPC vs IEFA
+143.5%
+1,031.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.7% |
| 30D | +25.0% | -1.1% | +26.1% | +26.5% |
| 3M | +55.2% | +5.1% | +50.1% | +44.9% |
| 6M | +86.4% | +9.3% | +77.1% | +61.9% |
| YTD | +148.5% | +13.0% | +135.5% | +105.8% |
| 1Y | +121.7% | +19.2% | +102.5% | +71.0% |
| 3Y | +172.9% | +67.0% | +105.9% | +29.2% |
| 5Y | +679.9% | +51.1% | +628.8% | +322.5% |
| 10Y | +1,174.7% | +146.5% | +1,028.2% | +239.7% |
| All | +1,174.7% | +143.5% | +1,031.3% | +239.7% |
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