+2,498.9%
MAR vs EFX
+946.9%
+1,552.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +3.1% |
| 7D | -4.2% | -8.6% | +4.5% | -0.2% |
| 30D | -6.7% | +0.1% | -6.8% | -7.1% |
| 3M | -12.5% | +3.8% | -16.3% | -15.3% |
| 6M | +0.6% | -13.5% | +14.1% | +5.3% |
| YTD | +9.1% | -17.7% | +26.8% | +15.7% |
| 1Y | +26.2% | -25.6% | +51.8% | +39.4% |
| 3Y | +68.2% | -12.1% | +80.2% | +63.9% |
| 5Y | +163.9% | -33.8% | +197.7% | +186.2% |
| 10Y | +420.6% | +45.1% | +375.4% | +249.5% |
| All | +2,498.9% | +946.9% | +1,552.0% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling