+58.1%
MP vs EFV
+96.9%
-38.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | -2.9% | +1.5% | -4.3% | -5.2% |
| 30D | +13.8% | +1.7% | +12.1% | +10.8% |
| 3M | -16.7% | +8.6% | -25.3% | -26.6% |
| 6M | -11.5% | +11.7% | -23.2% | -25.0% |
| YTD | +7.9% | +19.3% | -11.3% | -17.9% |
| 1Y | -15.0% | +30.2% | -45.2% | -44.1% |
| 3Y | +153.5% | +91.6% | +61.9% | -16.2% |
| All | +58.1% | +96.9% | -38.7% | -48.0% |
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