+534.5%
MPC vs EFX
-31.2%
+565.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -16.2% | +2.7% | -18.9% | -16.6% |
| 30D | -15.7% | +33.1% | -48.8% | -19.3% |
| 3M | +24.9% | +8.2% | +16.7% | +22.9% |
| 6M | +52.7% | +10.2% | +42.5% | +49.1% |
| YTD | +131.9% | -11.8% | +143.7% | +134.4% |
| 1Y | +96.6% | -6.1% | +102.7% | +96.0% |
| 3Y | +163.8% | +7.5% | +156.3% | +152.4% |
| All | +534.5% | -31.2% | +565.7% | +561.4% |
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 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