+119.6%
MPC vs EFV
+26.5%
+93.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +1.2% | -2.0% | +3.2% | +1.0% |
| 30D | +17.0% | -0.2% | +17.1% | +16.9% |
| 3M | +49.5% | +9.1% | +40.3% | +50.3% |
| 6M | +83.5% | +11.7% | +71.8% | +83.8% |
| YTD | +144.1% | +17.0% | +127.0% | +129.2% |
| 1Y | +119.6% | +26.7% | +92.9% | +92.7% |
| All | +119.6% | +26.5% | +93.1% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling