+254.1%
MP vs EFX
+18.5%
+235.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.7% |
| 7D | -10.5% | +2.7% | -13.2% | -11.5% |
| 30D | -23.5% | +33.1% | -56.6% | -31.4% |
| 3M | -25.4% | +8.2% | -33.6% | -28.3% |
| 6M | -51.3% | +10.2% | -61.4% | -54.5% |
| YTD | -29.9% | -11.8% | -18.1% | -29.3% |
| 1Y | -31.8% | -6.1% | -25.7% | -33.4% |
| 3Y | +127.0% | +7.5% | +119.5% | +90.5% |
| 5Y | -3.3% | -30.7% | +27.4% | -3.0% |
| All | +254.1% | +18.5% | +235.6% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling