+4,272.6%
EFX vs MLM
+2,981.8%
+1,290.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +2.7% | -4.1% | +6.8% | +4.1% |
| 30D | +33.1% | +8.2% | +24.9% | +29.7% |
| 3M | +8.2% | -3.6% | +11.7% | +9.5% |
| 6M | +10.2% | -15.6% | +25.7% | +16.3% |
| YTD | -11.8% | -16.4% | +4.6% | -6.9% |
| 1Y | -6.1% | -14.3% | +8.3% | -1.6% |
| 3Y | +7.5% | +19.3% | -11.8% | +0.3% |
| 5Y | -30.7% | +29.6% | -60.3% | -37.3% |
| 10Y | +68.7% | +189.9% | -121.2% | +11.3% |
| All | +4,272.6% | +2,981.8% | +1,290.8% | +1,296.6% |
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