-10.9%
MP vs EFX
-30.1%
+19.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +9.5% | -0.8% | +10.2% | +9.7% |
| 30D | -3.0% | +25.1% | -28.1% | -11.1% |
| 3M | -30.4% | +1.7% | -32.0% | -31.6% |
| 6M | -39.2% | +18.4% | -57.5% | -45.1% |
| YTD | -23.3% | -12.5% | -10.8% | -22.1% |
| 1Y | -32.6% | -8.1% | -24.6% | -33.5% |
| 3Y | +159.3% | +4.8% | +154.5% | +110.1% |
| All | -10.9% | -30.1% | +19.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling