+58.1%
MP vs EFX
-33.8%
+92.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +3.8% |
| 7D | -2.9% | -8.6% | +5.8% | +0.4% |
| 30D | +13.8% | +0.1% | +13.7% | +13.2% |
| 3M | -16.7% | +3.8% | -20.5% | -20.2% |
| 6M | -11.5% | -13.5% | +2.0% | -8.2% |
| YTD | +7.9% | -17.7% | +25.6% | +12.9% |
| 1Y | -15.0% | -25.6% | +10.5% | -7.4% |
| 3Y | +153.5% | -12.1% | +165.6% | +128.1% |
| All | +58.1% | -33.8% | +92.0% | +77.5% |
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