+127.0%
MP vs EFV
+84.2%
+42.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +6.8% |
| 7D | -10.5% | -0.7% | -9.9% | -10.1% |
| 30D | -23.5% | +0.9% | -24.4% | -24.7% |
| 3M | -25.4% | -3.6% | -21.9% | -21.6% |
| 6M | -51.3% | +2.5% | -53.8% | -52.7% |
| YTD | -29.9% | +13.2% | -43.1% | -40.0% |
| 1Y | -31.8% | +20.3% | -52.2% | -45.9% |
| 3Y | +127.0% | +84.9% | +42.1% | -26.4% |
| All | +127.0% | +84.2% | +42.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling