+906.4%
MOD vs EFX
+66.3%
+840.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.6% |
| 7D | -25.5% | +2.7% | -28.3% | -26.7% |
| 30D | -49.0% | +33.1% | -82.1% | -55.5% |
| 3M | -49.8% | +8.2% | -58.0% | -52.7% |
| 6M | -64.8% | +10.2% | -74.9% | -68.0% |
| YTD | -27.6% | -11.8% | -15.8% | -28.0% |
| 1Y | -35.2% | -6.1% | -29.1% | -37.6% |
| 3Y | +137.1% | +7.5% | +129.6% | +111.9% |
| 5Y | +760.3% | -30.7% | +791.0% | +816.6% |
| All | +906.4% | +66.3% | +840.1% | +649.3% |
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