+753.4%
MOD vs EFX
-31.2%
+784.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.4% |
| 7D | -25.5% | +2.7% | -28.3% | -26.5% |
| 30D | -49.0% | +33.1% | -82.1% | -54.8% |
| 3M | -49.8% | +8.2% | -58.0% | -52.3% |
| 6M | -64.8% | +10.2% | -74.9% | -67.7% |
| YTD | -27.6% | -11.8% | -15.8% | -26.8% |
| 1Y | -35.2% | -6.1% | -29.1% | -36.8% |
| 3Y | +137.1% | +7.5% | +129.6% | +113.6% |
| All | +753.4% | -31.2% | +784.7% | +773.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling