Efficient Frontier Visualizer

Solve the Markowitz mean-variance problem on any basket of 2-15 tickers. See the efficient frontier, MVP, tangency portfolio, and the Capital Market Line — all from live market data.

Interactive Lab

Efficient Frontier Visualizer

Markowitz mean-variance optimization with live market data

Quick Presets

Tickers (2-15, comma-separated)

Period

Max position

Long only (no shorts)Include risk-free asset (CML)

Markowitz showed that for any given level of risk, exactly one portfolio offers the highest expected return. The set of all such portfolios forms the efficient frontier - a curve in σ vs. E(r) space. Every rational investor should hold a portfolio ON the frontier, never below it. The exact point you choose depends on your risk tolerance.

Every Lab is grounded in standard textbook math (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.