+1,166.2%
MPC vs EFV
+162.4%
+1,003.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.7% |
| 7D | +9.4% | +0.7% | +8.7% | +8.5% |
| 30D | -13.4% | +2.0% | -15.5% | -16.0% |
| 3M | +18.9% | -1.6% | +20.5% | +20.1% |
| 6M | +64.9% | +5.8% | +59.2% | +50.7% |
| YTD | +156.8% | +15.6% | +141.2% | +103.8% |
| 1Y | +113.2% | +19.0% | +94.2% | +62.6% |
| 3Y | +201.8% | +90.7% | +111.1% | +15.6% |
| 5Y | +601.4% | +92.8% | +508.6% | +158.2% |
| All | +1,166.2% | +162.4% | +1,003.9% | +215.9% |
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