+144.4%
EFA vs MPC
+1,153.9%
-1,009.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | +3.2% | -3.7% | -1.1% |
| 30D | -1.3% | +25.0% | -26.4% | -6.0% |
| 3M | +5.2% | +55.2% | -50.0% | -4.7% |
| 6M | +9.4% | +86.4% | -77.0% | -5.5% |
| YTD | +12.7% | +148.5% | -135.7% | -9.1% |
| 1Y | +19.3% | +121.7% | -102.4% | -1.6% |
| 3Y | +66.3% | +172.9% | -106.5% | +27.6% |
| 5Y | +53.4% | +679.9% | -626.6% | -11.3% |
| 10Y | +144.4% | +1,174.7% | -1,030.3% | +15.0% |
| All | +144.4% | +1,153.9% | -1,009.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MPC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling