-32.6%
MOD vs EFX
-7.5%
-25.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.8% | -20.7% |
| 7D | -31.3% | +9.2% | -40.5% | -29.5% |
| 30D | -46.1% | +34.8% | -80.9% | -41.9% |
| 3M | -51.1% | +8.8% | -60.0% | -49.4% |
| 6M | -62.1% | +12.3% | -74.4% | -60.1% |
| YTD | -26.2% | -10.6% | -15.6% | -16.5% |
| 1Y | -32.6% | -6.7% | -25.8% | -26.9% |
| All | -32.6% | -7.5% | -25.0% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling