+120.1%
MAR vs EFX
+4.8%
+115.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +13.8% | +25.1% | -11.3% | +7.0% |
| 3M | +20.3% | +1.7% | +18.6% | +19.2% |
| 6M | +21.3% | +18.4% | +3.0% | +14.4% |
| YTD | +37.2% | -12.5% | +49.7% | +40.6% |
| 1Y | +48.4% | -8.1% | +56.5% | +49.7% |
| 3Y | +120.1% | +4.8% | +115.3% | +93.1% |
| All | +120.1% | +4.8% | +115.3% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling