+395.7%
EFA vs MDT
+227.4%
+168.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +0.6% | +3.2% | -2.6% | -0.8% |
| 30D | +0.9% | +9.5% | -8.7% | -3.2% |
| 3M | +4.9% | +16.0% | -11.1% | -2.4% |
| 6M | +8.6% | +0.2% | +8.4% | +7.5% |
| YTD | +14.6% | -0.3% | +14.9% | +13.5% |
| 1Y | +22.6% | +4.7% | +17.9% | +18.4% |
| 3Y | +66.5% | +26.5% | +40.0% | +45.0% |
| 5Y | +54.5% | -18.2% | +72.7% | +62.0% |
| 10Y | +144.8% | +40.0% | +104.8% | +91.0% |
| All | +395.7% | +227.4% | +168.3% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 all: compounded portfolio wealth divided by compounded MDT 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…
all analysis · Full analysis span regression · 6 months rolling