+121.1%
MOD vs EFX
+4.9%
+116.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | +0.3% | -18.1% | -18.1% |
| 30D | -43.2% | +29.1% | -72.4% | -47.6% |
| 3M | -46.0% | +4.3% | -50.3% | -47.2% |
| 6M | -62.2% | +7.7% | -70.0% | -64.3% |
| YTD | -22.8% | -12.5% | -10.3% | -19.6% |
| 1Y | -35.5% | -8.8% | -26.6% | -34.6% |
| All | +121.1% | +4.9% | +116.2% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling