+1,014.6%
MU vs IEFA
+49.1%
+965.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.4% |
| 7D | +2.0% | -1.1% | +3.1% | +4.8% |
| 30D | -18.0% | +1.3% | -19.3% | -19.3% |
| 3M | -6.6% | -3.2% | -3.4% | -0.9% |
| 6M | +2.0% | +2.0% | 0.0% | +1.9% |
| YTD | +184.5% | +10.7% | +173.8% | +150.6% |
| 1Y | +236.9% | +13.0% | +223.9% | +188.8% |
| 3Y | +987.0% | +67.1% | +919.8% | +449.0% |
| 5Y | +1,014.6% | +49.4% | +965.2% | +590.3% |
| All | +1,014.6% | +49.1% | +965.5% | +590.3% |
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