+39.7%
EFX vs MTB
+173.8%
-134.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -6.1% | -4.8% | -1.3% | -4.7% |
| 3M | +6.2% | +6.0% | +0.3% | +4.3% |
| 6M | -11.2% | +19.6% | -30.8% | -16.1% |
| YTD | -21.4% | +21.5% | -42.9% | -26.2% |
| 1Y | -34.3% | +24.7% | -59.0% | -38.9% |
| 3Y | -12.5% | +108.6% | -121.1% | -31.2% |
| 5Y | -35.6% | +106.7% | -142.3% | -49.9% |
| All | +39.7% | +173.8% | -134.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling