+6,258.3%
EFX vs MKC
+3,364.7%
+2,893.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -7.8% | -4.3% | -3.5% | -6.6% |
| 30D | -5.7% | -2.0% | -3.7% | -5.1% |
| 3M | +2.5% | +10.0% | -7.5% | -0.4% |
| 6M | -16.7% | -18.5% | +1.8% | -11.6% |
| YTD | -20.2% | -22.4% | +2.2% | -14.6% |
| 1Y | -31.4% | -23.6% | -7.8% | -26.3% |
| 3Y | -10.5% | -30.4% | +19.9% | -2.2% |
| 5Y | -35.2% | -34.2% | -1.0% | -28.8% |
| 10Y | +40.2% | +26.8% | +13.3% | +25.0% |
| All | +6,258.3% | +3,364.7% | +2,893.6% | +2,535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling