-36.1%
EFX vs MULL
+2,366.2%
-2,402.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | 0.0% |
| 7D | -11.1% | +3.6% | -14.7% | -11.1% |
| 30D | -7.4% | +22.0% | -29.4% | -7.4% |
| 3M | +1.5% | -8.6% | +10.1% | +0.4% |
| 6M | -13.7% | +248.5% | -262.2% | -22.0% |
| YTD | -21.9% | +516.3% | -538.1% | -33.8% |
| 1Y | -30.8% | +2,036.6% | -2,067.4% | -50.5% |
| All | -36.1% | +2,366.2% | -2,402.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling