+6,869.6%
EFX vs MTB
+7,638.9%
-769.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | +25.1% | +2.3% | +22.8% | +24.2% |
| 3M | +1.7% | -12.1% | +13.8% | +6.4% |
| 6M | +18.4% | +9.8% | +8.6% | +14.6% |
| YTD | -12.5% | +12.0% | -24.5% | -16.0% |
| 1Y | -8.1% | +22.0% | -30.1% | -14.4% |
| 3Y | +4.8% | +107.6% | -102.8% | -19.9% |
| 5Y | -30.1% | +61.9% | -92.0% | -43.2% |
| 10Y | +81.5% | +116.3% | -34.9% | +21.7% |
| All | +6,869.6% | +7,638.9% | -769.3% | +1,301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling