+146.1%
EFA vs MPC
+1,165.7%
-1,019.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.1% |
| 7D | +1.3% | +9.4% | -8.1% | -0.6% |
| 30D | +0.5% | -13.4% | +14.0% | +3.3% |
| 3M | -4.1% | +18.9% | -23.0% | -8.2% |
| 6M | +2.4% | +64.9% | -62.5% | -9.0% |
| YTD | +10.0% | +156.8% | -146.8% | -12.5% |
| 1Y | +11.4% | +113.2% | -101.8% | -7.6% |
| 3Y | +65.4% | +201.8% | -136.4% | +23.4% |
| 5Y | +49.6% | +601.4% | -551.8% | -11.6% |
| All | +146.1% | +1,165.7% | -1,019.5% | +17.2% |
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