+147.2%
EFA vs MPC
+1,148.7%
-1,001.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.0% |
| 7D | +1.2% | +3.9% | -2.7% | +0.4% |
| 30D | -0.7% | +33.8% | -34.5% | -6.9% |
| 3M | +6.4% | +49.9% | -43.5% | -2.9% |
| 6M | +11.4% | +80.9% | -69.6% | -3.1% |
| YTD | +14.0% | +147.4% | -133.4% | -8.0% |
| 1Y | +20.2% | +123.2% | -103.0% | -1.0% |
| 3Y | +68.2% | +171.7% | -103.5% | +29.2% |
| 5Y | +54.8% | +678.6% | -623.8% | -10.4% |
| All | +147.2% | +1,148.7% | -1,001.5% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling