-30.7%
EFX vs MTB
+61.4%
-92.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | +25.1% | +2.3% | +22.8% | +24.1% |
| 3M | +1.7% | -12.1% | +13.8% | +7.0% |
| 6M | +18.4% | +9.8% | +8.6% | +14.0% |
| YTD | -12.5% | +12.0% | -24.5% | -16.5% |
| 1Y | -8.1% | +22.0% | -30.1% | -15.2% |
| 3Y | +4.8% | +107.6% | -102.8% | -23.0% |
| All | -30.7% | +61.4% | -92.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling