+3,109.1%
MPC vs EFX
+558.6%
+2,550.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | -9.4% | -2.2% | -7.2% | -8.8% |
| 30D | -14.3% | +29.2% | -43.5% | -22.8% |
| 3M | +31.1% | +3.5% | +27.6% | +27.7% |
| 6M | +60.3% | +7.8% | +52.5% | +51.5% |
| YTD | +142.5% | -12.4% | +154.9% | +144.9% |
| 1Y | +104.6% | -8.2% | +112.8% | +102.1% |
| 3Y | +191.7% | +4.7% | +187.0% | +155.8% |
| 5Y | +549.2% | -32.0% | +581.3% | +573.9% |
| 10Y | +1,106.2% | +69.1% | +1,037.2% | +568.7% |
| All | +3,109.1% | +558.6% | +2,550.5% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling