+101.9%
MPC vs EFX
-8.6%
+110.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.6% |
| 7D | -9.4% | -2.2% | -7.2% | -9.5% |
| 30D | -14.3% | +29.2% | -43.5% | -13.1% |
| 3M | +31.1% | +3.5% | +27.6% | +31.0% |
| 6M | +60.3% | +7.8% | +52.5% | +59.9% |
| YTD | +142.5% | -12.4% | +154.9% | +143.1% |
| All | +101.9% | -8.6% | +110.5% | +100.4% |
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