+886.3%
MOD vs EFX
+69.3%
+817.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | +0.3% | -18.1% | -18.2% |
| 30D | -43.2% | +29.1% | -72.4% | -49.9% |
| 3M | -46.0% | +4.3% | -50.3% | -48.3% |
| 6M | -62.2% | +7.7% | -70.0% | -65.5% |
| YTD | -22.8% | -12.5% | -10.3% | -23.1% |
| 1Y | -35.5% | -8.8% | -26.6% | -37.0% |
| 3Y | +128.2% | +4.3% | +123.9% | +106.1% |
| 5Y | +791.6% | -29.4% | +821.0% | +842.0% |
| 10Y | +886.3% | +78.1% | +808.2% | +620.4% |
| All | +886.3% | +69.3% | +817.0% | +620.4% |
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