+4.3%
EFX vs MLM
+18.2%
-13.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.3% | -2.9% | +3.1% | +1.6% |
| 30D | +29.1% | +10.4% | +18.7% | +22.9% |
| 3M | +4.3% | -3.7% | +8.0% | +5.9% |
| 6M | +7.7% | -10.3% | +18.0% | +12.6% |
| YTD | -12.5% | -14.8% | +2.3% | -6.8% |
| 1Y | -8.8% | -13.9% | +5.0% | -3.5% |
| 3Y | +4.3% | +18.4% | -14.0% | -14.5% |
| All | +4.3% | +18.2% | -13.9% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling