-25.6%
EFX vs MTB
+23.4%
-48.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -8.6% | +1.7% | -10.4% | -9.3% |
| 30D | +0.1% | -4.2% | +4.3% | +1.8% |
| 3M | +3.8% | +8.9% | -5.0% | +0.3% |
| 6M | -13.5% | +10.9% | -24.4% | -17.5% |
| YTD | -17.7% | +21.5% | -39.1% | -23.6% |
| 1Y | -25.6% | +21.9% | -47.5% | -35.0% |
| All | -25.6% | +23.4% | -48.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling