+191.7%
MPC vs IEFA
+66.8%
+124.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.5% |
| 7D | -9.4% | +1.1% | -10.5% | -9.8% |
| 30D | -14.3% | +1.2% | -15.5% | -14.7% |
| 3M | +31.1% | -3.4% | +34.5% | +32.7% |
| 6M | +60.3% | +2.0% | +58.2% | +58.0% |
| YTD | +142.5% | +11.0% | +131.5% | +124.9% |
| 1Y | +104.6% | +15.2% | +89.4% | +84.4% |
| 3Y | +191.7% | +68.4% | +123.3% | +88.0% |
| All | +191.7% | +66.8% | +124.9% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling