-13.0%
EFX vs MKC
-31.7%
+18.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -11.1% | -2.8% | -8.3% | -10.4% |
| 30D | -7.4% | -3.4% | -4.0% | -6.4% |
| 3M | +1.5% | +3.8% | -2.3% | +0.7% |
| 6M | -13.7% | -17.9% | +4.2% | -9.3% |
| YTD | -21.9% | -23.6% | +1.8% | -16.5% |
| 1Y | -30.8% | -23.1% | -7.7% | -26.4% |
| All | -13.0% | -31.7% | +18.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling