+4,241.3%
EFX vs MLM
+3,041.7%
+1,199.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | -2.9% | +3.1% | +1.2% |
| 30D | +29.1% | +10.4% | +18.7% | +24.9% |
| 3M | +4.3% | -3.7% | +8.0% | +5.6% |
| 6M | +7.7% | -10.3% | +18.0% | +11.4% |
| YTD | -12.5% | -14.8% | +2.3% | -8.1% |
| 1Y | -8.8% | -13.9% | +5.0% | -4.7% |
| 3Y | +4.3% | +18.4% | -14.0% | -2.4% |
| 5Y | -29.4% | +31.8% | -61.2% | -36.5% |
| 10Y | +78.1% | +143.4% | -65.3% | +24.6% |
| All | +4,241.3% | +3,041.7% | +1,199.6% | +1,277.4% |
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