+188.0%
EFA vs MPC
+2,984.8%
-2,796.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.0% |
| 7D | +1.2% | -9.4% | +10.6% | +3.4% |
| 30D | +1.5% | -14.3% | +15.8% | +4.8% |
| 3M | -3.3% | +31.1% | -34.4% | -9.9% |
| 6M | +2.6% | +60.3% | -57.7% | -9.2% |
| YTD | +11.0% | +142.5% | -131.5% | -11.8% |
| 1Y | +15.1% | +104.6% | -89.5% | -4.9% |
| 3Y | +67.6% | +191.7% | -124.1% | +23.8% |
| 5Y | +50.5% | +549.2% | -498.7% | -11.5% |
| 10Y | +144.8% | +1,106.2% | -961.4% | +9.6% |
| All | +188.0% | +2,984.8% | -2,796.8% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling