+39.7%
EFX vs MKC
+29.9%
+9.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -4.5% | -1.5% | -3.1% | -4.0% |
| 30D | -6.1% | -3.1% | -3.0% | -5.0% |
| 3M | +6.2% | +5.2% | +1.0% | +4.4% |
| 6M | -11.2% | -12.8% | +1.6% | -7.1% |
| YTD | -21.4% | -23.3% | +1.9% | -14.6% |
| 1Y | -34.3% | -24.1% | -10.2% | -28.5% |
| 3Y | -12.5% | -32.1% | +19.6% | -1.7% |
| 5Y | -35.6% | -32.8% | -2.8% | -28.7% |
| All | +39.7% | +29.9% | +9.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling