-32.8%
EFX vs MLM
+41.9%
-74.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | -8.6% | -2.9% | -5.7% | -7.2% |
| 30D | +0.1% | -6.8% | +6.9% | +4.0% |
| 3M | +3.8% | -11.2% | +15.1% | +10.4% |
| 6M | -13.5% | -21.8% | +8.3% | -1.6% |
| YTD | -17.7% | -17.0% | -0.7% | -10.0% |
| 1Y | -25.6% | -16.4% | -9.2% | -19.2% |
| 3Y | -12.1% | +14.5% | -26.6% | -23.3% |
| All | -32.8% | +41.9% | -74.8% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling