+11.4%
EFA vs MPC
+110.3%
-98.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.5% |
| 7D | +1.3% | +9.4% | -8.1% | +1.8% |
| 30D | +0.5% | -13.4% | +14.0% | -0.6% |
| 3M | -4.1% | +18.9% | -23.0% | -3.2% |
| 6M | +2.4% | +64.9% | -62.5% | +5.8% |
| YTD | +10.0% | +156.8% | -146.8% | +9.9% |
| 1Y | +11.4% | +113.2% | -101.8% | +13.9% |
| All | +11.4% | +110.3% | -98.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling