+433.8%
MAR vs EFX
+42.6%
+391.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -0.5% | -4.5% | +4.0% | +1.1% |
| 30D | -5.4% | -6.1% | +0.7% | -3.5% |
| 3M | -15.5% | +6.2% | -21.7% | -18.2% |
| 6M | +3.0% | -11.2% | +14.2% | +5.9% |
| YTD | +8.5% | -21.4% | +29.9% | +15.9% |
| 1Y | +26.0% | -34.3% | +60.3% | +43.4% |
| 3Y | +68.6% | -12.5% | +81.1% | +65.9% |
| 5Y | +157.4% | -35.6% | +192.9% | +177.2% |
| All | +433.8% | +42.6% | +391.3% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling