+81.7%
EFX vs MLM
+140.5%
-58.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.0% | -5.8% | +3.8% | +0.4% |
| 30D | +27.9% | +9.8% | +18.0% | +23.1% |
| 3M | +3.8% | -5.2% | +9.0% | +6.0% |
| 6M | +13.0% | -10.3% | +23.3% | +17.6% |
| YTD | -12.4% | -15.5% | +3.1% | -7.0% |
| 1Y | -10.4% | -15.0% | +4.7% | -5.0% |
| 3Y | +4.4% | +17.5% | -13.0% | -3.7% |
| 5Y | -28.9% | +30.5% | -59.4% | -38.0% |
| 10Y | +81.7% | +145.5% | -63.8% | +21.9% |
| All | +81.7% | +140.5% | -58.8% | +21.9% |
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