+110.2%
EFA vs MP
+450.8%
-340.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +0.6% | -2.9% | +3.4% | +0.8% |
| 30D | +0.9% | +13.8% | -13.0% | -0.3% |
| 3M | +4.9% | -16.7% | +21.6% | +6.0% |
| 6M | +8.6% | -11.5% | +20.1% | +8.7% |
| YTD | +14.6% | +7.9% | +6.7% | +12.6% |
| 1Y | +22.6% | -15.0% | +37.7% | +21.5% |
| 3Y | +66.5% | +153.5% | -87.0% | +42.4% |
| 5Y | +54.5% | +58.7% | -4.1% | +36.1% |
| All | +110.2% | +450.8% | -340.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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