+376.6%
EFA vs MDT
+260.5%
+116.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +1.4% | +9.2% | -7.8% | -2.6% |
| 3M | -4.2% | +14.5% | -18.6% | -10.1% |
| 6M | +1.9% | +37.3% | -35.4% | -12.5% |
| YTD | +10.2% | +9.8% | +0.4% | +4.2% |
| 1Y | +12.8% | +10.5% | +2.2% | +6.2% |
| 3Y | +65.2% | +57.4% | +7.8% | +29.9% |
| 5Y | +49.8% | +1.2% | +48.7% | +42.2% |
| 10Y | +145.2% | +63.2% | +81.9% | +77.8% |
| All | +376.6% | +260.5% | +116.1% | +115.6% |
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