+15,995.1%
MU vs IEFA
+205.6%
+15,789.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.5% |
| 7D | +2.0% | -1.1% | +3.1% | +4.6% |
| 30D | -18.0% | +1.3% | -19.3% | -19.2% |
| 3M | -6.6% | -3.2% | -3.4% | -1.4% |
| 6M | +2.0% | +2.0% | 0.0% | +2.0% |
| YTD | +184.5% | +10.7% | +173.8% | +153.1% |
| 1Y | +236.9% | +13.0% | +223.9% | +192.4% |
| 3Y | +987.0% | +67.1% | +919.8% | +459.5% |
| 5Y | +1,014.6% | +49.4% | +965.2% | +585.1% |
| 10Y | +4,609.2% | +148.2% | +4,461.0% | +1,412.1% |
| All | +15,995.1% | +205.6% | +15,789.5% | +3,483.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling