-10.9%
MP vs EFV
+93.2%
-104.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +2.9% |
| 7D | +9.5% | +2.5% | +6.9% | +5.4% |
| 30D | -3.0% | +2.9% | -5.9% | -7.5% |
| 3M | -30.4% | -1.4% | -28.9% | -28.7% |
| 6M | -39.2% | +5.5% | -44.7% | -44.0% |
| YTD | -23.3% | +16.1% | -39.3% | -38.9% |
| 1Y | -32.6% | +20.3% | -52.9% | -49.3% |
| 3Y | +159.3% | +90.4% | +68.8% | -12.8% |
| All | -10.9% | +93.2% | -104.1% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling