+2,968.0%
MPC vs EFV
+186.3%
+2,781.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.4% |
| 7D | -16.2% | -0.7% | -15.5% | -15.9% |
| 30D | -15.7% | +0.9% | -16.6% | -17.0% |
| 3M | +24.9% | -3.6% | +28.5% | +28.8% |
| 6M | +52.7% | +2.5% | +50.1% | +45.9% |
| YTD | +131.9% | +13.2% | +118.7% | +93.9% |
| 1Y | +96.6% | +20.3% | +76.3% | +52.9% |
| 3Y | +163.8% | +84.9% | +78.9% | +20.7% |
| 5Y | +533.1% | +87.7% | +445.4% | +180.3% |
| 10Y | +1,118.6% | +160.7% | +957.9% | +307.7% |
| All | +2,968.0% | +186.3% | +2,781.7% | +825.0% |
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