+179.6%
EFA vs MPC
+2,849.2%
-2,669.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.4% | -16.2% | +14.8% | +2.4% |
| 30D | -1.2% | -15.7% | +14.5% | +2.3% |
| 3M | -5.1% | +24.9% | -30.0% | -10.6% |
| 6M | -1.2% | +52.7% | -53.9% | -11.6% |
| YTD | +7.8% | +131.9% | -124.1% | -13.6% |
| 1Y | +12.2% | +96.6% | -84.5% | -6.5% |
| 3Y | +61.5% | +163.8% | -102.3% | +22.2% |
| 5Y | +45.8% | +533.1% | -487.4% | -13.9% |
| 10Y | +141.8% | +1,118.6% | -976.8% | +7.7% |
| All | +179.6% | +2,849.2% | -2,669.6% | -19.7% |
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