+79.7%
EFX vs MLM
+138.2%
-58.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | +25.1% | +9.0% | +16.1% | +20.8% |
| 3M | +1.7% | -5.6% | +7.2% | +4.0% |
| 6M | +18.4% | -10.7% | +29.0% | +23.4% |
| YTD | -12.5% | -17.2% | +4.6% | -6.3% |
| 1Y | -8.1% | -14.2% | +6.1% | -3.0% |
| 3Y | +4.8% | +15.6% | -10.8% | -2.8% |
| 5Y | -30.1% | +26.2% | -56.4% | -38.4% |
| All | +79.7% | +138.2% | -58.5% | +21.6% |
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