+197.3%
EFA vs MPC
+2,977.1%
-2,779.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | +5.4% | -4.9% | -0.7% |
| 30D | +0.9% | +31.0% | -30.1% | -5.4% |
| 3M | +4.9% | +46.0% | -41.2% | -4.4% |
| 6M | +8.6% | +77.3% | -68.7% | -6.1% |
| YTD | +14.6% | +141.9% | -127.3% | -8.4% |
| 1Y | +22.6% | +120.9% | -98.3% | -0.1% |
| 3Y | +66.5% | +182.7% | -116.2% | +24.5% |
| 5Y | +54.5% | +646.4% | -591.9% | -12.0% |
| 10Y | +144.8% | +1,138.7% | -993.9% | +9.2% |
| All | +197.3% | +2,977.1% | -2,779.8% | -14.9% |
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 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