+1,106.5%
MPC vs EFX
+44.5%
+1,062.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +2.2% |
| 7D | +5.4% | -8.6% | +14.1% | +8.2% |
| 30D | +31.0% | +0.1% | +30.9% | +30.5% |
| 3M | +46.0% | +3.8% | +42.2% | +42.7% |
| 6M | +77.3% | -13.5% | +90.8% | +82.3% |
| YTD | +141.9% | -17.7% | +159.6% | +151.0% |
| 1Y | +120.9% | -25.6% | +146.5% | +136.1% |
| 3Y | +182.7% | -12.1% | +194.8% | +173.1% |
| 5Y | +646.4% | -33.8% | +680.2% | +686.1% |
| All | +1,106.5% | +44.5% | +1,062.0% | +768.9% |
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