-28.4%
EFX vs MULL
+1,230.7%
-1,259.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.7% |
| 7D | -0.8% | +24.5% | -25.3% | -0.5% |
| 30D | +25.1% | -35.5% | +60.6% | +24.9% |
| 3M | +1.7% | -44.8% | +46.5% | +1.4% |
| 6M | +18.4% | -45.5% | +63.8% | +15.5% |
| YTD | -12.5% | +232.5% | -245.0% | -26.1% |
| 1Y | -8.1% | +343.3% | -351.3% | -25.2% |
| All | -28.4% | +1,230.7% | -1,259.1% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling