+1,134.0%
MPC vs EFV
+163.3%
+970.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.2% |
| 7D | +3.9% | +1.0% | +2.9% | +2.5% |
| 30D | +33.8% | +0.2% | +33.6% | +33.2% |
| 3M | +49.9% | +9.6% | +40.2% | +32.4% |
| 6M | +80.9% | +14.0% | +66.9% | +48.7% |
| YTD | +147.4% | +18.5% | +129.0% | +92.2% |
| 1Y | +123.2% | +27.9% | +95.3% | +55.9% |
| 3Y | +171.7% | +92.4% | +79.3% | +3.7% |
| 5Y | +678.6% | +97.2% | +581.4% | +181.5% |
| 10Y | +1,134.0% | +163.0% | +971.0% | +203.6% |
| All | +1,134.0% | +163.3% | +970.7% | +203.6% |
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