+3,215.7%
MPC vs EFX
+558.8%
+2,656.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -2.0% | +4.6% | +3.3% |
| 30D | -12.2% | +27.9% | -40.1% | -20.6% |
| 3M | +20.1% | +3.8% | +16.2% | +16.8% |
| 6M | +60.6% | +13.0% | +47.6% | +49.2% |
| YTD | +150.6% | -12.4% | +163.0% | +153.0% |
| 1Y | +104.7% | -10.4% | +115.0% | +104.2% |
| 3Y | +194.5% | +4.4% | +190.0% | +158.6% |
| 5Y | +582.3% | -28.9% | +611.2% | +589.9% |
| 10Y | +1,135.3% | +81.7% | +1,053.5% | +550.5% |
| All | +3,215.7% | +558.8% | +2,656.9% | +456.0% |
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