-11.1%
EFX vs MLM
+15.1%
-26.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.9% |
| 7D | -8.6% | -2.9% | -5.7% | -7.4% |
| 30D | +0.1% | -6.8% | +6.9% | +3.3% |
| 3M | +3.8% | -11.2% | +15.1% | +9.3% |
| 6M | -13.5% | -21.8% | +8.3% | -3.7% |
| YTD | -17.7% | -17.0% | -0.7% | -11.3% |
| 1Y | -25.6% | -16.4% | -9.2% | -20.3% |
| All | -11.1% | +15.1% | -26.2% | -17.3% |
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