+99.0%
EFA vs MDB
+1,032.9%
-933.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -1.3% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | -2.2% | -14.9% | +12.6% | -1.0% |
| 3M | +5.7% | +7.3% | -1.7% | +4.3% |
| 6M | +8.2% | +38.2% | -30.0% | +3.5% |
| YTD | +11.8% | -10.9% | +22.7% | +11.0% |
| 1Y | +18.3% | +11.6% | +6.6% | +14.4% |
| 3Y | +64.9% | -0.9% | +65.8% | +55.2% |
| 5Y | +52.4% | -23.5% | +75.9% | +38.6% |
| All | +99.0% | +1,032.9% | -933.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling