+69.1%
EFX vs MLM
+167.5%
-98.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.7% |
| 7D | -2.2% | -3.8% | +1.7% | -0.7% |
| 30D | +29.2% | +11.0% | +18.2% | +23.8% |
| 3M | +3.5% | -3.1% | +6.5% | +4.6% |
| 6M | +7.8% | -9.8% | +17.6% | +11.9% |
| YTD | -12.4% | -14.4% | +1.9% | -7.5% |
| 1Y | -8.2% | -12.6% | +4.3% | -3.9% |
| 3Y | +4.7% | +19.7% | -15.0% | -4.2% |
| 5Y | -32.0% | +29.8% | -61.8% | -40.7% |
| 10Y | +69.1% | +153.5% | -84.5% | +13.1% |
| All | +69.1% | +167.5% | -98.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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