+77.3%
MPC vs EFX
-13.0%
+90.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | -0.5% |
| 7D | +5.4% | -8.6% | +14.1% | +4.3% |
| 30D | +31.0% | +0.1% | +30.9% | +31.2% |
| 3M | +46.0% | +3.8% | +42.2% | +46.5% |
| 6M | +77.3% | -13.5% | +90.8% | +64.3% |
| All | +77.3% | -13.0% | +90.3% | +64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling