+1,094.5%
MPC vs IEFA
+147.0%
+947.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | -8.8% | +1.1% | -10.0% | -10.2% |
| 30D | -14.4% | +0.7% | -15.1% | -15.4% |
| 3M | +21.9% | -3.4% | +25.3% | +25.7% |
| 6M | +60.1% | +1.5% | +58.6% | +54.2% |
| YTD | +142.3% | +10.4% | +131.9% | +104.7% |
| 1Y | +101.7% | +13.4% | +88.3% | +64.3% |
| 3Y | +184.8% | +66.7% | +118.1% | +34.1% |
| 5Y | +564.6% | +49.5% | +515.1% | +259.9% |
| All | +1,094.5% | +147.0% | +947.6% | +222.1% |
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