+191.0%
MOD vs EFX
+4.8%
+186.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.1% | +27.7% |
| 7D | +40.4% | -0.8% | +41.2% | +40.7% |
| 30D | -14.0% | +25.1% | -39.1% | -19.8% |
| 3M | -33.3% | +1.7% | -35.0% | -34.2% |
| 6M | -51.4% | +18.4% | -69.8% | -56.1% |
| YTD | +1.6% | -12.5% | +14.1% | +5.8% |
| 1Y | +5.4% | -8.1% | +13.5% | +6.3% |
| 3Y | +191.0% | +4.8% | +186.2% | +119.2% |
| All | +191.0% | +4.8% | +186.1% | +119.2% |
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 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