+601.0%
MPC vs EFX
-30.1%
+631.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +11.2% | -0.8% | +12.0% | +11.4% |
| 30D | -14.5% | +25.1% | -39.6% | -17.4% |
| 3M | +16.7% | +1.7% | +15.0% | +15.9% |
| 6M | +67.6% | +18.4% | +49.2% | +61.7% |
| YTD | +157.9% | -12.5% | +170.4% | +161.0% |
| 1Y | +116.7% | -8.1% | +124.7% | +116.8% |
| 3Y | +199.8% | +4.8% | +195.0% | +188.3% |
| All | +601.0% | -30.1% | +631.1% | +624.2% |
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