+321.2%
MOD vs EFX
-11.7%
+332.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +6.3% |
| 7D | +9.6% | -8.6% | +18.2% | +12.6% |
| 30D | 0.0% | +0.1% | -0.1% | -0.7% |
| 3M | -35.4% | +3.8% | -39.2% | -38.1% |
| 6M | -7.3% | -13.5% | +6.2% | -3.3% |
| YTD | +45.8% | -17.7% | +63.5% | +54.9% |
| 1Y | +43.1% | -25.6% | +68.7% | +59.9% |
| All | +321.2% | -11.7% | +332.8% | +315.1% |
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