+661.2%
MPC vs IEFA
+52.9%
+608.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +5.4% | +0.6% | +4.9% | +5.1% |
| 30D | +31.0% | +1.0% | +29.9% | +30.1% |
| 3M | +46.0% | +4.7% | +41.3% | +41.7% |
| 6M | +77.3% | +8.6% | +68.7% | +66.8% |
| YTD | +141.9% | +14.8% | +127.1% | +117.8% |
| 1Y | +120.9% | +22.6% | +98.3% | +89.4% |
| 3Y | +182.7% | +67.0% | +115.7% | +91.0% |
| All | +661.2% | +52.9% | +608.3% | +473.8% |
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