-32.6%
EFX vs MULL
+2,561.4%
-2,594.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +11.8% | -18.2% | -6.4% |
| 7D | -8.6% | +17.3% | -25.9% | -8.6% |
| 30D | +0.1% | +23.5% | -23.4% | +0.1% |
| 3M | +3.8% | -24.0% | +27.8% | +3.6% |
| 6M | -13.5% | +276.7% | -290.3% | -22.0% |
| YTD | -17.7% | +565.1% | -582.7% | -30.2% |
| 1Y | -25.6% | +2,802.6% | -2,828.2% | -48.3% |
| All | -32.6% | +2,561.4% | -2,594.0% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling