+163.8%
MPC vs EFV
+84.2%
+79.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -16.2% | -0.7% | -15.5% | -16.0% |
| 30D | -15.7% | +0.9% | -16.6% | -16.1% |
| 3M | +24.9% | -3.6% | +28.5% | +26.6% |
| 6M | +52.7% | +2.5% | +50.1% | +49.8% |
| YTD | +131.9% | +13.2% | +118.7% | +110.5% |
| 1Y | +96.6% | +20.3% | +76.3% | +70.1% |
| 3Y | +163.8% | +84.9% | +78.9% | +55.8% |
| All | +163.8% | +84.2% | +79.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling