+6,459.5%
EFX vs MTB
+8,294.1%
-1,834.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -8.6% | +1.7% | -10.4% | -9.2% |
| 30D | +0.1% | -4.2% | +4.3% | +1.5% |
| 3M | +3.8% | +8.9% | -5.0% | +0.8% |
| 6M | -13.5% | +10.9% | -24.4% | -16.7% |
| YTD | -17.7% | +21.5% | -39.1% | -23.2% |
| 1Y | -25.6% | +21.9% | -47.5% | -30.8% |
| 3Y | -12.1% | +109.2% | -121.3% | -33.2% |
| 5Y | -33.8% | +102.0% | -135.8% | -50.4% |
| 10Y | +45.1% | +171.9% | -126.8% | -10.6% |
| All | +6,459.5% | +8,294.1% | -1,834.6% | +1,180.7% |
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