+2,683.6%
MUU vs IEFA
+39.8%
+2,643.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +10.0% |
| 7D | +15.0% | -0.5% | +15.5% | +16.9% |
| 30D | +36.8% | -1.1% | +37.9% | +43.9% |
| 3M | -8.5% | +5.1% | -13.6% | -18.0% |
| 6M | +320.7% | +9.3% | +311.4% | +243.3% |
| YTD | +599.7% | +13.0% | +586.7% | +405.6% |
| 1Y | +2,569.2% | +19.2% | +2,550.0% | +1,564.5% |
| All | +2,683.6% | +39.8% | +2,643.8% | +917.7% |
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