+3,101.0%
MPC vs EFV
+201.7%
+2,899.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +5.4% | +1.5% | +3.9% | +3.7% |
| 30D | +31.0% | +1.7% | +29.2% | +28.2% |
| 3M | +46.0% | +8.6% | +37.4% | +32.2% |
| 6M | +77.3% | +11.7% | +65.6% | +52.9% |
| YTD | +141.9% | +19.3% | +122.6% | +92.4% |
| 1Y | +120.9% | +30.2% | +90.7% | +58.3% |
| 3Y | +182.7% | +91.6% | +91.1% | +25.1% |
| 5Y | +646.4% | +96.4% | +550.0% | +217.6% |
| 10Y | +1,138.7% | +166.5% | +972.3% | +306.1% |
| All | +3,101.0% | +201.7% | +2,899.3% | +817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling