+154.9%
MAR vs EFX
-37.1%
+192.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -0.5% | -9.4% | +8.9% | +2.7% |
| 30D | -4.7% | -6.9% | +2.2% | -2.6% |
| 3M | -15.6% | +0.1% | -15.7% | -16.5% |
| 6M | +1.2% | -17.3% | +18.5% | +6.8% |
| YTD | +7.5% | -21.8% | +29.3% | +14.9% |
| 1Y | +26.6% | -32.5% | +59.2% | +42.4% |
| 3Y | +66.0% | -12.3% | +78.3% | +61.4% |
| All | +154.9% | -37.1% | +192.0% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling