-13.0%
EFX vs MTB
+112.6%
-125.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -9.4% | +1.1% | -10.4% | -9.8% |
| 30D | -6.9% | -4.6% | -2.3% | -5.0% |
| 3M | +0.1% | +6.3% | -6.1% | -2.6% |
| 6M | -17.3% | +15.6% | -32.9% | -22.5% |
| YTD | -21.8% | +20.6% | -42.4% | -28.2% |
| 1Y | -32.5% | +22.5% | -55.1% | -38.6% |
| All | -13.0% | +112.6% | -125.5% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling