+117.2%
MPC vs EFX
-7.5%
+124.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -7.9% |
| 7D | -10.9% | +9.2% | -20.1% | -10.4% |
| 30D | -9.4% | +34.8% | -44.2% | -7.9% |
| 3M | +26.0% | +8.8% | +17.1% | +26.3% |
| 6M | +56.5% | +12.3% | +44.2% | +56.7% |
| YTD | +144.3% | -10.6% | +154.9% | +145.1% |
| 1Y | +117.2% | -6.7% | +124.0% | +117.1% |
| All | +117.2% | -7.5% | +124.8% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling