+45.0%
EFA vs MULL
+2,366.2%
-2,321.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.3% | +8.5% | -0.3% |
| 7D | -2.4% | +3.6% | -6.0% | -2.6% |
| 30D | -2.2% | +22.0% | -24.3% | -3.6% |
| 3M | +5.7% | -8.6% | +14.3% | +3.5% |
| 6M | +8.2% | +248.5% | -240.3% | -5.2% |
| YTD | +11.8% | +516.3% | -504.5% | -6.8% |
| 1Y | +18.3% | +2,036.6% | -2,018.4% | -11.6% |
| All | +45.0% | +2,366.2% | -2,321.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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