+3,983.4%
EFX vs MLM
+2,961.7%
+1,021.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.8% |
| 7D | -8.6% | -2.9% | -5.7% | -7.8% |
| 30D | +0.1% | -6.8% | +6.9% | +2.4% |
| 3M | +3.8% | -11.2% | +15.1% | +7.9% |
| 6M | -13.5% | -21.8% | +8.3% | -6.5% |
| YTD | -17.7% | -17.0% | -0.7% | -12.9% |
| 1Y | -25.6% | -16.4% | -9.2% | -21.5% |
| 3Y | -12.1% | +14.5% | -26.6% | -17.0% |
| 5Y | -33.8% | +41.7% | -75.6% | -41.8% |
| 10Y | +45.1% | +200.0% | -154.9% | -5.4% |
| All | +3,983.4% | +2,961.7% | +1,021.7% | +1,206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling