+387.6%
EFA vs MKC
+686.2%
-298.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.5% | -4.3% | +3.8% | +1.2% |
| 30D | -1.3% | -3.1% | +1.8% | -0.3% |
| 3M | +5.2% | +6.8% | -1.6% | +1.7% |
| 6M | +9.4% | -18.3% | +27.7% | +16.8% |
| YTD | +12.7% | -23.1% | +35.8% | +22.6% |
| 1Y | +19.3% | -23.7% | +43.0% | +29.7% |
| 3Y | +66.3% | -31.0% | +97.3% | +84.5% |
| 5Y | +53.4% | -33.5% | +86.9% | +68.4% |
| 10Y | +144.4% | +30.3% | +114.2% | +78.1% |
| All | +387.6% | +686.2% | -298.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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