-34.3%
EFX vs MULL
+1,810.7%
-1,845.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.5% |
| 7D | -4.5% | -8.4% | +3.9% | -5.0% |
| 30D | -6.1% | +9.7% | -15.8% | -5.2% |
| 3M | +6.2% | -26.8% | +33.0% | +7.4% |
| 6M | -11.2% | +220.7% | -231.9% | -5.6% |
| YTD | -21.4% | +509.0% | -530.4% | -15.5% |
| 1Y | -34.3% | +1,739.5% | -1,773.8% | -31.2% |
| All | -34.3% | +1,810.7% | -1,845.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling