+642.2%
MPC vs EFV
+96.9%
+545.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.4% | +1.5% | +3.9% | +4.3% |
| 30D | +31.0% | +1.7% | +29.2% | +29.2% |
| 3M | +46.0% | +8.6% | +37.4% | +37.1% |
| 6M | +77.3% | +11.7% | +65.6% | +61.4% |
| YTD | +141.9% | +19.3% | +122.6% | +107.5% |
| 1Y | +120.9% | +30.2% | +90.7% | +75.4% |
| 3Y | +182.7% | +91.6% | +91.1% | +56.7% |
| All | +642.2% | +96.9% | +545.4% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling