+1,341.2%
MU vs IEFA
+68.7%
+1,272.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.4% |
| 7D | +7.2% | +1.2% | +6.0% | +4.7% |
| 30D | +14.0% | -0.6% | +14.6% | +15.5% |
| 3M | +5.4% | +6.2% | -0.8% | -4.3% |
| 6M | +170.3% | +11.2% | +159.1% | +128.6% |
| YTD | +250.7% | +14.2% | +236.5% | +182.3% |
| 1Y | +662.1% | +20.0% | +642.1% | +466.7% |
| 3Y | +1,341.2% | +68.8% | +1,272.4% | +557.1% |
| All | +1,341.2% | +68.7% | +1,272.5% | +557.1% |
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 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