+40.4%
MXL vs EFX
-36.2%
+76.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.3% |
| 7D | +18.9% | -4.5% | +23.4% | +20.9% |
| 30D | +0.3% | -6.1% | +6.4% | +1.6% |
| 3M | -8.0% | +6.2% | -14.2% | -16.2% |
| 6M | +341.2% | -11.2% | +352.5% | +338.4% |
| YTD | +327.8% | -21.4% | +349.2% | +351.0% |
| 1Y | +364.9% | -34.3% | +399.2% | +450.1% |
| 3Y | +229.2% | -12.5% | +241.7% | +190.8% |
| All | +40.4% | -36.2% | +76.6% | +66.0% |
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