+1,106.2%
MPC vs EFV
+165.2%
+941.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +1.2% |
| 7D | -9.4% | +1.7% | -11.2% | -11.7% |
| 30D | -14.3% | +3.4% | -17.8% | -18.3% |
| 3M | +31.1% | -1.7% | +32.8% | +32.5% |
| 6M | +60.3% | +6.4% | +53.9% | +45.4% |
| YTD | +142.5% | +16.3% | +126.2% | +91.2% |
| 1Y | +104.6% | +22.9% | +81.7% | +49.3% |
| 3Y | +191.7% | +92.8% | +98.9% | +10.1% |
| 5Y | +549.2% | +93.5% | +455.7% | +138.1% |
| 10Y | +1,106.2% | +162.1% | +944.1% | +200.1% |
| All | +1,106.2% | +165.2% | +941.0% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling